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University of Illinois at Urbana-Champaign

Machine learning methods for pricing and hedging financial derivatives

dc:creator Fan, Lei

thesis:degree_name Ph.D.

dc:date2022

Abstract

dc:description

Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2022-04-06 without embargo terms

Degree

thesis:*

Name thesis:degree_name: Ph.D.
Level thesis:degree_level: Dissertation
Discipline thesis:degree_discipline: Industrial Engineering
Grantor: University of Illinois at Urbana-Champaign
Year dc:date: 2022

Author and committee

dc:creator, dc:contributor.*

Author dc:creator: Fan, Lei
Contributors dc:contributor: Chronopoulou, Alexandra
Feng, Liming
Sun, Ruoyu
Sirignano, Justin
Sreenivas, Ramavarapu S

Subjects

dc:subject × 1

Engineering

Rights

dc:rights

Statement dc:rights: Copyright 2021 Lei Fan
Language dc:language: en, eng

Identifiers

dc:identifier.*

Handle dc:identifier: http://hdl.handle.net/2142/113868
OAI identifier oai:identifier: oai:www.ideals.illinois.edu:2142/113868

Chain of custody

source

Harvested from: University of Illinois - Urbana-Champaign
Base URL: www.ideals.illinois.edu/oai-pmh
Last updated: 2026-07-22
Source record: OAI-PMH GetRecord

related terms

citation

Fan, Lei. Machine learning methods for pricing and hedging financial derivatives. Dissertation thesis, University of Illinois at Urbana-Champaign, 2022. http://hdl.handle.net/2142/113868

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