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. 2020-01

by Alain Monfort, Fulvio Pegoraro, Jean-Paul Renne, and Guillaume Roussellet

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

The Demand for Trade Protection over the Business Cycle

Comparative Advantage and Moonlighting

A Vector Autoregressive Model of Forecast Electricity Consumption in France

Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers

Group Testing against COVID-19

The Unintended Consequences of Anti-Piracy Laws on Markets with Asymmetric Piracy: The Case of the French Movie Industry

Group Testing against COVID-19

Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion

Ecological compensation: how much and where?

Decentralized leadership in a federation with competition for mobile firms: Does economic integration matter?

Latest News

Upcoming Events & Seminars

Announcements