Skip to main navigation
Skip to search
Skip to main content
University of Nottingham Ningbo China Home
Home
Profiles
Research units
Research output
Projects
Prizes
Activities
Impacts
Student theses
Search by expertise, name or affiliation
Option valuation under no-arbitrage constraints with neural networks
Yi Cao,
Xiaoquan Liu
, Jia Zhai
Department of Finance, Accounting and Economics
Research output
:
Journal Publication
›
Article
›
peer-review
7
Citations (Scopus)
33
Downloads (Pure)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Option valuation under no-arbitrage constraints with neural networks'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Neural Network
100%
Option Valuation
100%
No-arbitrage Condition
100%
Hedging
66%
Gated Neural Network
66%
Novel Hybrids
33%
Neural Network Model
33%
Performance Prediction
33%
Hidden Layer
33%
Option-implied Volatility
33%
Input Layer
33%
Analytical Expression
33%
Option Pricing
33%
Out-of-sample Forecasting
33%
Multiplicative Structure
33%
Option Valuation Models
33%
S&P 500 Options
33%
Option Greeks
33%
Differentiability
33%
Economics, Econometrics and Finance
Arbitrage
100%
Hedging
66%
Volatility
33%
Pricing
33%
Computer Science
Neural Network
100%
Prediction Performance
33%
Neural Network Model
33%
Option Pricing
33%
Alternative Model
33%