Lucio Fernandez-Arjona
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Person:5031611
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 |
|---|---|---|
| A machine learning approach to portfolio pricing and risk management for high‐dimensional problems Mathematical Finance | 2023-09-28 | Paper |
| A large-scale optimization model for replicating portfolios in the life insurance industry Operations Research | 2022-02-16 | Paper |
Research outcomes over time
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