| Neural networks for option pricing and hedging: a literature review J Ruf, W Wang Journal of Computational Finance 34 (1), 1-46, 2020 | 174 | 2020 |
| Hedging with linear regressions and neural networks J Ruf, W Wang Journal of Business & Economic Statistics 40 (4), 1442-1454, 2022 | 39* | 2022 |
| A note on spurious model selection W Wang, J Ruf Quantitative Finance 22 (10), 1797-1800, 2022 | 13* | 2022 |
| Statistical hedging with neural networks W Wang London School of Economics and Political Science, 2021 | 1 | 2021 |
| Deep Learning Option Price Movement W Wang, J Xu Risks 12 (6), 93, 2024 | | 2024 |
| Risk Premium Principal Components for the Chinese Stock Market J Mao, J Shao, W Wang Available at SSRN 4635632, 2023 | | 2023 |
| Optimal Execution Under Nonlinear Transient Market Impact Model W Wang University College London, 2015 | | 2015 |
| Option Price Movement Prediction Via Machine Learning W Wang, J Xu Available at SSRN 4726345, 0 | | |
Johannes RufLondon School of EconomicsVerified email at lse.ac.uk
