Siggelkow, Constantin
Partial hedging in credit markets with structured derivatives: a quantitative approach using put options
Journal of Derivatives and Quantitative Studies
2024

Vandré, Ole
A Deep Hedging Approach to the Construction of Optimal Financial Portfolios
Masterarbeit
2024

Huerta Tovar, Sergio
Computational Pricing of American Options via Martin Boundary Theory
Masterarbeit
2024

Yao, Yuesheng
Machine Learning / AI in Insurance: The Regulators' View.
Masterarbeit
2024

Reff, Sebastian
Synthetic Data Generators in Reinforcement Learning for Optimal Investment Problems
Masterarbeit
2024

Wang, Mingchen
Statistical Estimation of Stochastic Volatility Models in Energy Markets
Masterarbeit
2024

Escobar M., Spies B., and Zagst R.
Do Jumps Matter in Discrete-Time Portfolio Optimization?
Operations Research Perspectives, accepted for publication
2024
13

Maier, Markus
Parametric cyber insurance and its potential to close the cyber protection gap
Bachelorarbeit
2024

Souissi, Mohamed Omar
Sensitivity of Reinsurance Portfolio Values to Incidence Curve Shifts: Analyzing Change Risk in Mortality Rates for Surplus Reinsurance Products
Bachelorarbeit
2024

Lyu, Zhe
Factor Models for Multivariate Asset Returns based on S-vines
2024