Option Pricing And Pricing Kernel Estimation
- Paper Studying:Pricing Kernel Monotonicity and Conditional Information
- Paper studying:Estimating the Implied Risk Neutral Density
- Paper studying:Estimating Sentiment, Risk Aversion, and Time Preference from Behavioral Pricing Kernel Theory
- Paper Studying:Deep Learning of Transition Probability Densities for Stochastic Asset Models with Applications in Option Pricing
- CV model_PDF__appendix_details
- Paper Studying:EJOR_Option valuation under no-arbitrage constraints with neural networks
Industry-Academia Collaboration Project
Bond Market TA
Stochastic Calculus for Finance