no code implementations • 4 Jan 2024 • Yiheng Liu, Hao He, Tianle Han, Xu Zhang, Mengyuan Liu, Jiaming Tian, Yutong Zhang, Jiaqi Wang, Xiaohui Gao, Tianyang Zhong, Yi Pan, Shaochen Xu, Zihao Wu, Zhengliang Liu, Xin Zhang, Shu Zhang, Xintao Hu, Tuo Zhang, Ning Qiang, Tianming Liu, Bao Ge
Low-cost training and deployment of LLMs represent the future development trend.
no code implementations • 29 Mar 2023 • Gurdip Bakshi, John Crosby, Xiaohui Gao
Emphasizing the statistics of jumps crossing the strike and local time, we develop a decomposition of equity option risk premiums.