LSE creators

Number of items: 3.
Article
  • Ruf, Johannes, Wang, Weiguan (2022). Hedging with linear regressions and neural networks. Journal of Business and Economic Statistics, 40(4), 1442 - 1454. https://doi.org/10.1080/07350015.2021.1931241 picture_as_pdf
  • Ruf, Johannes, Wang, Weiguan (2020). Neural networks for option pricing and hedging: a literature review. Journal of Computational Finance, 24(1), 1 - 46. https://doi.org/10.21314/JCF.2020.390 picture_as_pdf
    • Thesis
  • Wang, Weiguan (2021). Statistical hedging with neural networks [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.00004260