17 citations · 20 across the 5 of their papers we have counts for
Showing 2021Show all
2 papers · 1 filter
q-fin.CP2021★ 3 cited
Variational Autoencoders: A Hands-Off Approach to Volatility
Maxime Bergeron, Nicholas Fung, John Hull +1
A volatility surface is an important tool for pricing and hedging derivatives. The surface shows the volatility that is implied by the market price of an option on an asset as a fu…
cs.PL2021
SigVM: Enabling Event-Driven Execution for Autonomous Smart Contracts
Zihan Zhao, Sidi Mohamed Beillahi, Ryan Song +3
This paper presents SigVM, a novel blockchain virtual machine that supports an event-driven execution model, enabling developers to build autonomous smart contracts. Contracts in S…