15 citations · 15 across the 2 of their papers we have counts for
2 papers
q-fin.PR2024
Data-driven Option Pricing
Min Dai, Hanqing Jin, Xi Yang
We propose an innovative data-driven option pricing methodology that relies exclusively on the dataset of historical underlying asset prices. While the dataset is rooted in the obj…
math.PR2016★ 15 cited
Optimal Unbiased Estimation for Maximal Distribution
Hanqing Jin, Shige Peng
Unbiased estimation for parameters of maximal distribution is a very fundamental problem in the statistical theory of sublinear expectation. In this paper, we proved that the maxim…