| Neural networks for option pricing and hedging: a literature review J Ruf, W Wang Journal of Computational Finance 34 (1), 1-46, 2020 | 147 | 2020 |
| Hedging with linear regressions and neural networks J Ruf, W Wang Journal of Business & Economic Statistics 40 (4), 1442-1454, 2022 | 26 | 2022 |
| Hedging with neural networks J Ruf, W Wang arXiv preprint arXiv:2004.08891, 2020 | 10 | 2020 |
| A note on spurious model selection W Wang, J Ruf Quantitative Finance 22 (10), 1797-1800, 2022 | 3 | 2022 |
| Information leakage in backtesting W Wang, J Ruf Available at SSRN 3836631, 2022 | 3 | 2022 |
| Statistical hedging with neural networks W Wang London School of Economics and Political Science, 2021 | 1 | 2021 |
| Risk Premium Principal Components for the Chinese Stock Market J Mao, J Shao, W Wang Available at SSRN 4635632, 2023 | | 2023 |
| Online Appendix for: Hedging with Linear Regressions and Neural Networks J Ruf, W Wang | | 2021 |
| Optimal Execution Under Nonlinear Transient Market Impact Model W Wang University College London, 2015 | | 2015 |
Johannes RufLondon School of EconomicsVerified email at lse.ac.uk
Johannes RufLondon School of EconomicsVerified email at lse.ac.uk