no code implementations • 19 Jun 2023 • Yuanda Chen, Zailei Cheng, Haixu Wang
The variance gamma model is a widely popular model for option pricing in both academia and industry.
1 code implementation • 22 Jun 2022 • Haixu Wang, Jiguo Cao
For that matter, this paper proposes a functional nonlinear learning (FunNoL) method to sufficiently represent multivariate functional data in a lower-dimensional feature space.