Roberto Daluiso

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 2

Top Topics

Reinforcement Learning

Temporal Difference

Top Venues

Publications

Roberto Daluiso, Marco Pinciroli, Michele Trapletti, Edoardo Vittori
CVA Hedging with Reinforcement Learning. ICAIF (2023)
Roberto Daluiso, Emanuele Nastasi, Andrea Pallavicini, Stefano Polo
Reinforcement learning for options on target volatility funds. CoRR (2021)