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. 2018-14

by Stéphane Auray, David L. Fuller and Damba Lkhagvasuren

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

A Decomposition of Labor Earnings Growth: Recovering Gaussianity?

Noncausal Affine Processes with Applications to Derivative Pricing

The finite sample properties of Sparse M-estimators with Pseudo-Observations

Eligibility, Experience Rating, and Unemployment Insurance Take-up

Robots in a Small Open Economy

The Task Content of Occupations

Majority Judgment vs. Approval Voting

Unemployment Insurance Take-up Rates in an Equilibrium Search Model

Doubly Robust GMM Inference and Differentiated Products Demand Models

Asset-liability management in life insurance: Evidence from France

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