Publications

Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments

Published in , 2021

Recommended citation: Carbonneau, A. and Godin, F. (2021). Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments. arXiv preprint arXiv:2102.12694.

Deep Hedging of Long-Term Financial Derivatives

Published in , 2020

Download paper here

Recommended citation: Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives. arXiv preprint arXiv:2007.15128.

Equal Risk Pricing of Derivatives with Deep Hedging

Published in , 2020

Download paper here

Recommended citation: Carbonneau, A. and Godin, F. (2020). Equal risk pricing of derivatives with deep hedging. Quantitative Finance, pages 1-16.

Alexandre Carbonneau

Publications

Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments

Deep Hedging of Long-Term Financial Derivatives

Equal Risk Pricing of Derivatives with Deep Hedging