Title | ||
---|---|---|
A general framework for building machine learning models for pricing american index options with no-arbitrage and its limitation. |
Year | Venue | DocType |
---|---|---|
2016 | MIDAS@PKDD/ECML | Conference |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Huisu Jang | 1 | 0 | 0.68 |
Jaewook Lee | 2 | 735 | 50.24 |