no code implementations • 17 Mar 2022 • Fuzhou Gong, Ting Wang
In this paper, we propose and study a novel continuous-time model, based on the well-known constant elasticity of variance (CEV) model, to describe the asset price process.
no code implementations • 29 Jun 2018 • Fuzhou Gong, Zigeng Xia
In this paper, we analyze the GAN-CLS algorithm, which is a kind of advanced method of GAN proposed by Scott Reed in 2016.
