Tighter robust upper bounds for options via no-regret learning

S Xue, Y Du, L Xu - Proceedings of the AAAI Conference on Artificial …, 2023 - ojs.aaai.org
Classic option pricing models, such as the Black-Scholes formula, often depend on some
rigid assumptions on the dynamics of the underlying asset prices. These assumptions are …

[KIRJA][B] A guide to the new language of accounting and finance

R Hussey, A Ong - 2021 - books.google.com
The disciplines of accounting and finance have been rapidly changing in recent years. The
methods and techniques being used have created a new language for managers, students …