60 Wall St.
New York, NY 10260
United States
J.P. Morgan Chase & Co.
SSRN RANKINGS
in Total Papers Downloads
Stochastic Implied Volatility, Deep Hedging, Minimal Entropy Martingale Measure, Statistical Arbitrage, Machine Learning, Deep Learning, Reinforcement Learning
Deep Hedging, Reinforcement Learning, Convex Risk Measures, Hedging
volatility surface, generative modeling, mathematical finance, time series, neural networks, options, normalizing flows, multi-asset markets, generative adversarial networks, autoencoder, copulas, risk management, hedging
minimal entropy martingale measure, market simulation, statistical arbitrage, machine learning, deep learning, neural networks, normalizing flows
generative modelling, market simulation, signatures, time series
