List of theses with "Amici, Giovanni as relator"

14 March 2025

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, Corso di laurea magistrale in Ingegneria Matematica, 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, Corso di laurea magistrale in Ingegneria Matematica, 2025