‪Sheng Wang‬ - ‪Google Scholar‬

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Co-authors

Christoph ReisingerProfessor of Applied Mathematics, University of OxfordVerified email at maths.ox.ac.uk
Samuel N. CohenProfessor of Mathematics, University of OxfordVerified email at maths.ox.ac.uk

Sheng Wang

Sheng Wang

University of Oxford

Verified email at maths.ox.ac.uk

applied mathematics quantitative finance deep learning


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Arbitrage-free neural-SDE market models SN Cohen, C Reisinger, S Wang Applied Mathematical Finance 30 (1), 1-46, 2023	26	2023
Detecting and repairing arbitrage in traded option prices SN Cohen, C Reisinger, S Wang Applied Mathematical Finance 27 (5), 345-373, 2020	20	2020
Estimating risks of option books using neural-SDE market models SN Cohen, C Reisinger, S Wang arXiv preprint arXiv:2202.07148, 2022	3	2022
Hedging option books using neural-SDE market models SN Cohen, C Reisinger, S Wang Applied Mathematical Finance 29 (5), 366-401, 2022	2	2022

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