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A two-step framework for arbitrage-free prediction of the implied volatility surface
Zhang, Wenyong; Li, Lingfei; Zhang, Gongqiu - In: Quantitative finance 23 (2023) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10013490950
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Data-driven hedging of stock index options via deep learning
Chen, Jie; Li, Lingfei - In: Operations research letters 51 (2023) 4, pp. 408-413
Persistent link: https://www.econbiz.de/10014426577
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Deep learning for enhanced index tracking
Dai, Zhiwen; Li, Lingfei - In: Quantitative finance 24 (2024) 5, pp. 569-591
Persistent link: https://www.econbiz.de/10014552105
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A data-driven deep learning approach for options market making
Lai, Qianhui; Gao, Xuefeng; Li, Lingfei - In: Quantitative finance 23 (2023) 5, pp. 777-797
Persistent link: https://www.econbiz.de/10014304348