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Journal of Business & Economic Statistics Volume 41, 2023 - Issue 3
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Articles

Can a Machine Correct Option Pricing Models?

Caio Almeidaa Department of Economics, Princeton University, Princeton, NJCorrespondence[email protected]
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,
Jianqing Fanb Operations Research and Financial Engineering, Princeton University, Princeton, NJView further author information
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Gustavo Freirec Erasmus School of Economics, Erasmus University Rotterdam, Rotterdam, NetherlandsView further author information
&
Francesca Tangb Operations Research and Financial Engineering, Princeton University, Princeton, NJView further author information
Pages 995-1009 | Published online: 06 Sep 2022

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Wenyong Zhang, Lingfei Li & Gongqiu Zhang. (2023) A two-step framework for arbitrage-free prediction of the implied volatility surface. Quantitative Finance 23:1, pages 21-34.
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Caio Almeida, Gustavo Freire, Rafael Azevedo & Kym Ardison. (2022) Nonparametric Option Pricing with Generalized Entropic Estimators. Journal of Business & Economic Statistics 0:0, pages 1-15.
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Articles from other publishers (1)

Yang Ge, Pan Hou, Tao Lyu, Yitu Lai, Sheng Su, Wanyou Luo, Miao He & Lin Xiao. (2023) Machine Learning-Aided Remote Monitoring of NOx Emissions from Heavy-Duty Diesel Vehicles Based on OBD Data Streams. Atmosphere 14:4, pages 651.
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