The following pages link to Sebastian Jaimungal (Q300845):
Displaying 25 items.
- Incorporating order-flow into optimal execution (Q300846) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- (Q1382998) (redirect page) (← links)
- Theta sectors and thermodynamics of a classical adjoint gas (Q1382999) (← links)
- Wilson loops, Bianchi constraints and duality in abelian lattice models (Q1571971) (← links)
- Using managerial revenue and cost estimates to value early stage real option investments (Q1698282) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- Reinforcement learning and stochastic optimisation (Q2072112) (← links)
- Exploratory LQG mean field games with entropy regularization (Q2116646) (← links)
- INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)
- Trading algorithms with learning in latent alpha models (Q5241561) (← links)
- RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521) (← links)
- Trading co‐integrated assets with price impact (Q5377183) (← links)
- Hedging nontradable risks with transaction costs and price impact (Q5855943) (← links)
- Mean‐field games with differing beliefs for algorithmic trading (Q5855947) (← links)
- A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets (Q6054427) (← links)
- Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders (Q6070669) (← links)
- Portfolio Optimization within a Wasserstein Ball (Q6091091) (← links)
- Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning (Q6143823) (← links)
- Stressing dynamic loss models (Q6152707) (← links)
- Reinforcement learning with dynamic convex risk measures (Q6196296) (← links)
- Exploratory Control with Tsallis Entropy for Latent Factor Models (Q6200515) (← links)
- Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes (Q6202389) (← links)
- Robust Risk-Aware Option Hedging (Q6490769) (← links)
