Nacira Agram

Royal Institute of Technology (KTH)

Stockholm

  • Royal Institute of Technology (KTH)

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Deep Learning for Quadratic Hedging in Incomplete Jump Market

Number of pages: 32 Posted: 03 Mar 2023
Nacira Agram, Bernt Oksendal and Jan Rems
Royal Institute of Technology (KTH), University of Oslo - Department of Mathematics and University of Ljubljana
Downloads 82 (477,422)

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Option pricing, Incomplete market, Equivalent martingale measure, Merton model, Deep learning, LSTM

2.

Deep Learning for Solving Initial Path Optimization of Mean-Field Systems With Memory

Number of pages: 24 Posted: 16 Jun 2022
Nacira Agram, Maroua Grid, Omar Kebiri and Bernt Oksendal
Royal Institute of Technology (KTH), affiliation not provided to SSRN, Free University of Berlin (FUB) - Department of Mathematics and Computer Science and University of Oslo - Department of Mathematics
Downloads 56 (579,585)

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