"Real-Time Derivative Pricing and Hedging with Consistent Metamodels."

Guangxin Jiang, L. Jeff Hong, Haihui Shen (2024)

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DOI: 10.1287/IJOC.2023.0292

access: closed

type: Journal Article

metadata version: 2024-11-30

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Guangxin Jiang, L. Jeff Hong, Haihui Shen:
Real-Time Derivative Pricing and Hedging with Consistent Metamodels. INFORMS J. Comput. 36(5): 1168-1189 (2024)

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