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Alessandro Orame.
Dynamic Hedging of exotic derivatives via Stochastic Optimization: development and benchmarking with Delta Hedging and Deep Hedging.
Rel. Paolo Brandimarte, Edoardo Fadda, Giovanni Amici. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
Ioana Reut.
Hedging exotic derivatives via stochastic optimization models: a focus on Asian and Barrier Options and Worst Performance derivatives.
Rel. Paolo Brandimarte, Edoardo Fadda, Giovanni Amici. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
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