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Real-Time Derivative Pricing and Hedging with Consistent Metamodels.

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Title: Real-Time Derivative Pricing and Hedging with Consistent Metamodels.
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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An: 180562791
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  Data: Real-Time Derivative Pricing and Hedging with Consistent Metamodels.
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  Data: <searchLink fieldCode="JN" term="%22INFORMS+Journal+on+Computing%22">INFORMS Journal on Computing</searchLink>. Sep/Oct2024, Vol. 36 Issue 5, p1168-1189. 22p.
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RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1287/ijoc.2023.0292
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 22
        StartPage: 1168
    Titles:
      – TitleFull: Real-Time Derivative Pricing and Hedging with Consistent Metamodels.
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          Name:
            NameFull: Jiang, Guangxin
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            NameFull: Hong, L. Jeff
      – PersonEntity:
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            NameFull: Shen, Haihui
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            – D: 01
              M: 09
              Text: Sep/Oct2024
              Type: published
              Y: 2024
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              Value: 36
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              Value: 5
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            – TitleFull: INFORMS Journal on Computing
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