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Table of Contents
Introduction
A novel model-free term structure for stock prediction
An adaptive correlation heston model for stock prediction
The algorithm to control risk using option
Option strategies: evaluation criterion and optimization
A novel mean reversion-based local volatility model
Regression-based correlation modeling for heston model
Index option strategies comparison and self-risk management
Call-put term structure spread-based HSI analysis.
A novel model-free term structure for stock prediction
An adaptive correlation heston model for stock prediction
The algorithm to control risk using option
Option strategies: evaluation criterion and optimization
A novel mean reversion-based local volatility model
Regression-based correlation modeling for heston model
Index option strategies comparison and self-risk management
Call-put term structure spread-based HSI analysis.