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Andrea Pallavicini
ORCID
Publication Activity (10 Years)
Years Active: 2019-2021
Publications (10 Years): 3
Top Topics
Complementarity Problems
Deep Learning
Stock Trading
Option Pricing
Top Venues
CoRR
Eur. J. Oper. Res.
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Publications
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Roberto Daluiso
,
Emanuele Nastasi
,
Andrea Pallavicini
,
Stefano Polo
Reinforcement learning for options on target volatility funds.
CoRR
(2021)
Damiano Brigo
,
Xiaoshan Huang
,
Andrea Pallavicini
,
Haitz Saez de Ocariz Borde
Interpretability in deep learning for finance: a case study for the Heston model.
CoRR
(2021)
Damiano Brigo
,
Marco Francischello
,
Andrea Pallavicini
Nonlinear valuation under credit, funding, and margins: Existence, uniqueness, invariance, and disentanglement.
Eur. J. Oper. Res.
274 (2) (2019)