Dong-Young Lim

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Person:4991073



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function
IMA Journal of Numerical Analysis
2024-11-01Paper
Static replication of barrier-type options via integral equations
Quantitative Finance
2021-06-02Paper
A recursive method for static replication of autocallable structured products
Quantitative Finance
2019-09-26Paper
Learning multi-market microstructure from order book data
Quantitative Finance
2019-09-26Paper


Research outcomes over time


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