1. Enhancing quasi-monte carlo simulation by minimizing effective dimension for derivative pricing;X. Ye;Computational Economics,2017
2. Machine learning for quantitative finance: fast derivative pricing, hedging and fitting;J. D. Spiegeleer;Quantitative Finance,2018
3. Modeling temperature behaviors: application to weather derivative valuation;J. Huang;Journal of Futures Markets,2018
4. Summary of research on pricing methods of real estate financial derivatives;Wang Yulin;Cooperative economy and technology,2017
5. Detection of mispricing in the black–scholes pde using the derivative-free nonlinear kalman filter;G. Rigatos;Computational Economics,2017