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. 2021-06

by Andrea Fronzetti Colladon, Stefano Grassi, Francesco Ravazollo and Francesco Violante

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

Forecasting Financial Markets with Semantic Network Analysis in the COVID—19 Crisis

Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas

Intergenerational Homeownership in France over the 20th Century

Are car-free centers detrimental to the periphery? Evidence from the pedestrianization of the Parisian riverbank

Tax haven, pollution haven or both ?

Search and Zipf: A Model of Frictional Spatial Equilibrium

COVID-19: Reduced forms have gone viral, but what do they tell us?

Uncertainty on the Reproduction Ratio in the SIR Model

Wealth and Shifting Demand Pressures on the Price Level in England After the Black Death

The Robustness of Incomplete Penal Codes in Repeated Interactions

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