no code implementations • 25 Aug 2022 • Ben Duan, Yutian Li, Dawei Lu, Yang Lu, Ran Zhang
The new framework can be easily adopted to local volume and stochastic volume models for the option pricing problem, which will point out a new possible direction for this central problem in quantitative finance.
no code implementations • 6 Mar 2020 • Jiwei Jia, Jian Ding, Siyu Liu, Guidong Liao, Jingzhi Li, Ben Duan, Guoqing Wang, Ran Zhang
Home quarantine is the most important one to prevent the spread of COVID-19.
