Yi Cao 0001, Xiaoquan Liu, Jia Zhai. Option valuation under no-arbitrage constraints with neural networks. European Journal of Operational Research, 293(1):361-374, 2021. [doi]
@article{CaoLZ21-0,
title = {Option valuation under no-arbitrage constraints with neural networks},
author = {Yi Cao 0001 and Xiaoquan Liu and Jia Zhai},
year = {2021},
doi = {10.1016/j.ejor.2020.12.003},
url = {https://doi.org/10.1016/j.ejor.2020.12.003},
researchr = {https://researchr.org/publication/CaoLZ21-0},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {293},
number = {1},
pages = {361-374},
}