Name: Nicolas BARADEL (Ecole Polytechnique & INRIA) “Deep learning for pricing and hedging European options in incomplete markets.””
Start: 2025-04-24T15:00:00+02:00
End: 2025-04-24T16:00:00+02:00

CREST Working Papers Series No. 2020-17

by Marianne Bléhaut, Xavier D’Haultfoeuille, Jérémy L’Hour and Alexandre Tsybakov

Working Papers

Antoine HERANVAL (INRAE) “Artificial Intelligence for Natural Disaster Knowledge”

Bonsoo KOO (Monash University) “Disentangling Structural Breaks in Factor Models”

Andreas HEINEN (Universite de Cergy-Pontoise.) “t.b.a.”

Nicolas BARADEL (Ecole Polytechnique & INRIA) “Deep learning for pricing and hedging European options in incomplete markets.””

Working Papers

Do Politicians Shape the Electorate ? Evidence from French Municipalities

An alternative to synthetic control for models with many covariates under sparsity

Accounting for Intergenerational Wealth Mobility in France over the 20th Century: Method and Estimations

Why are Low-Skilled Workers less Mobile ? The role of Mobility Costs and Spatial Frictions

Fiscal Policy under Secular Stagnation: An Optimal Pump Priming Strategy

Purchasing Alliances and Product Variety

Reaching New Lows? The Pandemic’s Consequences for Electricity Markets

Time Varying Markov Process with Partially Observed Aggregate Data; An Application to Coronavirus

Self-Selection Filters Irrationality in One-shot Games

Vertical Integration as a Source of Hold-up: an Experiment

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