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. 2022-02

by Bertrand Garbinti, Pierre Lamarche and Frédérique Savignac

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

Peer Competition: Evidence from 5- to 95-Year-olds

Iterated Function Systems driven by non independent sequences: structure and inference

Wealth Heterogeneity and the Marginal Propensity to Consume out of Wealth

Firm-to-Firm Trade: Imports, Exports, and the Labor Market

Market equilibrium with management costs and implications for insurance accounting

When is a life worth living? A dynastic efficiency criterion for fertility decisions

No Regret Fiscal Reforms

Open Economy Secular Stagnation and Financial Integration

Inequality and Earnings Dynamics in France: National Policies and Local Consequences

The Dispersion of Mark-ups in an Open Economy

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