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~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~person:"Delage, Erick"
~subject:"Estimation"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Delage, Erick
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Journal of banking & finance
Quantitative finance
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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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
Saved in:
2
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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