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~person:"Delage, Erick"
~person:"Huang, James"
~subject:"Bilanzstrukturmanagement"
~subject:"International economy"
~subject:"Risk"
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Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
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Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
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3
Risk neutral probabilities and option bounds : a geometric approach
Huang, James
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002625364
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