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A deep learning model for gas storage optimization
Curin, Nicolas
;
Kettler, Michael
;
Kleisinger-Yu, Xi
; …
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
2
,
pp. 1021-1037
Persistent link: https://www.econbiz.de/10012795104
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Robust Hedging GANs : towards automated robustification of hedging strategies
Limmer, Yannick
;
Horvath, Blanka
- In:
Applied mathematical finance
31
(
2024
)
3
,
pp. 164-201
Persistent link: https://www.econbiz.de/10015415723
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