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Silvia Lavagnini

  1. Deep Quadratic Hedging
    2022/12/24 by Alessandro Gnoatto, Gnoatto, Alessandro, Silvia Lavagnini +3 · 1 citation
    Economics, Econometrics and Finance · #60H10 #65M75 #68T07 #93E20 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications