Follow
Sheng Wang
Title
Cited by
Cited by
Year
Arbitrage-free neural-SDE market models
SN Cohen, C Reisinger, S Wang
Applied Mathematical Finance 30 (1), 1-46, 2023
322023
Detecting and repairing arbitrage in traded option prices
SN Cohen, C Reisinger, S Wang
Applied Mathematical Finance 27 (5), 345-373, 2020
232020
Estimating risks of option books using neural-SDE market models
SN Cohen, C Reisinger, S Wang
arXiv preprint arXiv:2202.07148, 2022
52022
Hedging option books using neural-SDE market models
SN Cohen, C Reisinger, S Wang
Applied Mathematical Finance 29 (5), 366-401, 2022
32022
The system can't perform the operation now. Try again later.
Articles 1–4