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. 2019-23

by Marie-Laure Breuillé and Emmanuelle Taugourdeau

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

Multi-tier tax competition on Gasoline

The Economic Penalty of Terrorism: Increase in Discrimination Against Arabs and Muslims after Paris Attacks

Competition on Unobserved Attributes: The Case of the Hospital Industry

Does the Provision of Physician Services Respond to Competition?

Strategic Reneging in Sequential Imperfect Markets

The Dynamics of Individual Happiness

Child Penalties and Financial Incentives: Exploiting Variation along the Wage distribution

Inattention and the Taxation Bias

Distinguishing Incentive from Selection Effects in Auction-Determined Contracts

The Primary Cause of European Inflation in 1500-1700: Precious Metals or Population? The English Evidence

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