Real-Time Derivative Pricing and Hedging with Consistent Metamodels.
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| Title: | Real-Time Derivative Pricing and Hedging with Consistent Metamodels. |
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| Authors: | Jiang, Guangxin1 (AUTHOR) gxjiang@hit.edu.cn, Hong, L. Jeff2 (AUTHOR) hong_liu@fudan.edu.cn, Shen, Haihui3 (AUTHOR) shenhaihui@sjtu.edu.cn |
| Source: | INFORMS Journal on Computing. Sep/Oct2024, Vol. 36 Issue 5, p1168-1189. 22p. |
| Database: | Business Source Ultimate |
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| ISSN: | 10919856 |
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| DOI: | 10.1287/ijoc.2023.0292 |