Weiguan Wang

London School of Economics & Political Science (LSE) - Department of Mathematics

Houghton Street

GB-London WC2A 2AE

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

463

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Neural Networks for Option Pricing and Hedging: A Literature Review

Journal of Computational Finance
Number of pages: 32 Posted: 25 Nov 2019 Last Revised: 11 May 2020
Johannes Ruf and Weiguan Wang
London School of Economics & Political Science (LSE) - London School of Economics and London School of Economics & Political Science (LSE) - Department of Mathematics
Downloads 313 (105,797)
Citation 3

Abstract:

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Neural network, Option pricing, Option hedging, Survey

2.

Hedging with Neural Networks

Number of pages: 31 Posted: 14 May 2020 Last Revised: 10 Jul 2020
Johannes Ruf and Weiguan Wang
London School of Economics & Political Science (LSE) - London School of Economics and London School of Economics & Political Science (LSE) - Department of Mathematics
Downloads 150 (213,668)

Abstract:

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Benchmarking, Black-Scholes, Data leakage, Delta-vega hedging, Hedging error, Linear regression, Neural network, Statistical hedging