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