Shaowei Xu

Publication Activity (10 Years)

Years Active: 2022-2024
Publications (10 Years): 2

Top Topics

Decision Theoretic

Parameter Estimation

Top Venues

Publications

Shaowei Xu, Huanghao Chen, Yang Wang, Jerome Yen
A GPU-accelerated Neural Networks Approximation Scheme for Heston Option Pricing Model. ICIT (2024)
Shaowei Xu, Hongxin Huan, Yuanyuan Qi, Guoxiang Guo, Jerome Yen
Asset Movement Forcasting with the Implied Volatility Surface Analysis Based on SABR Model. INDIN (2022)