Risk-Neutral Generative Networks

By Zhonghao Xian, Xing Yan, Cheuk Hang Leung, Qi Wu

Published 2024-05-29

Everscope rating

1843.2

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Risk-Neutral Generative Network (RNGN). Problem types: Density Estimation, Option Pricing, Risk Management.

arXiv:2405.17770 · Paper rankings

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