Zan Zuric

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 3

Top Topics

Financial Markets

Top Venues

Ann. Oper. Res.

Publications

Marc Geha, Antoine Jacquier, Zan Zuric
Large and moderate deviations for importance sampling in the Heston model. Ann. Oper. Res. 336 (1-2) (2024)
Blanka Horvath, Josef Teichmann, Zan Zuric
Deep Hedging under Rough Volatility. CoRR (2021)
Patryk Gierjatowicz, Marc Sabate Vidales, David Siska, Lukasz Szpruch, Zan Zuric
Robust pricing and hedging via neural SDEs. CoRR (2020)