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Jump to: 14 March 2025
Number of items: 2.
14 March 2025
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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
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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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