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Assistant Professorship of Mathematical Finance
Computation, Information and Technology
Department of Mathematics
Overview
Network
Profiles
(2)
Research output
(3)
Research output
Research output per year
2021
2021
2023
2023
1
Conference contribution
1
Article
1
Comment/debate
Research output per year
Research output per year
1 results
Publication Year, Title
(descending)
Publication Year, Title
(ascending)
Title
Type
Filter
Article
Search results
2021
Deep hedging under rough volatility
Horvath, B.
, Teichmann, J. & Žurič, Ž.,
2021
,
In:
Risks.
9
,
7
, 138.
Research output
:
Contribution to journal
›
Article
›
peer-review
Open Access
Rough Volatility Models
100%
Deep Hedging
100%
Volatility
100%
Hedging
100%
Diffusion Model
100%
17
Scopus citations