Search Results for author: Weiguan Wang

Found 2 papers, 1 papers with code

Hedging with Linear Regressions and Neural Networks

2 code implementations • 19 Apr 2020 • Johannes Ruf, Weiguan Wang

We study neural networks as nonparametric estimation tools for the hedging of options.

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Neural networks for option pricing and hedging: a literature review

no code implementations • 13 Nov 2019 • Johannes Ruf, Weiguan Wang

Neural networks have been used as a nonparametric method for option pricing and hedging since the early 1990s.

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