Saeed Marzban

Available identifiers

zbMath Open marzban.saeedMaRDI QIDQ889537

List of research outcomes

Publication	Date of Publication	Type
WaveCorr: deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management	2024-06-17	Paper
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures	2023-11-07	Paper
Equal risk pricing and hedging of financial derivatives with convex risk measures	2022-04-05	Paper
Developing a multi-period robust optimization model considering American style options	2015-11-09	Paper

Research outcomes over time

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