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. 2021-16

by Stéphane Auray, David L. Fuller and Nicolas Lepage-Saucier

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

Household Income, Liquidity, and Optimal Unemployment Insurance

Trade Wars, Currency Wars

The impact of common law on the volume of legal services: An international study

How Serious is the Measurement-Error Problem in Risk-Aversion Tasks?

Legislators in the Crossfire : The Effect of Transparency on Parliamentary Voting

Dynamic assignment without money : Optimality of spot mechanisms

Matching Workers’ Skills and Firms’ Technologies: From Bundling to Unbundling

Reallocation with Priorities

Voting by Simultaneous Vetoes

Heterogeneous Mental Health Development During the COVID-19 Pandemic in the United Kingdom

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