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Zan Zuric
Publication Activity (10 Years)
Years Active: 2020-2021
Publications (10 Years): 2
Top Topics
Rough Fuzzy
Long Term
Option Pricing
Garch Model
Top Venues
CoRR
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Publications
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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)