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20192025
most citedBERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability

40 citations · 40 across the 3 of their papers we have counts for

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q-fin.MF2023

Dimension Reduction in Martingale Optimal Transport: Geometry and Robust Option Pricing

Joshua Zoen-Git Hiew, Tongseok Lim, Brendan Pass +1

This paper addresses the problem of robust option pricing within the framework of Vectorial Martingale Optimal Transport (VMOT). We investigate the geometry of VMOT solutions for $…