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. 2020-24

by Antoine Bozio, Bertrand Garbinti, Malka Guillot, Jonathan Goupille-Lebret and Thomas Piketti

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 simple unit root test consistent against any stationary alternative

How age at entry at school affects future educational and socio-emotional outcomes: evidence from PISA

Economic Adjustment during the Great Recession: The Role of Managerial Quality

Does Gender Matter for Promotion in Science? Evidence from Physicists in France

Predistribution vs. Redistribution: Evidence from France and the U.S

Housing Market Responses to Transfer Taxes: Evidence from a French Reform

Ring the Alarm! Electricity Markets, Renewables, and the Pandemic

Conditional asymmetry in ARCH(8) models

How do citizens perceive centralization reforms? Evidence from the merger of French regions

The Value of Information in Zero-Sum Games

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