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
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
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
Bodrak, Mykhailo
Umsatzprognose in der Systemgastronomie mit saisonalen ARIMA-Modellen
Bachelorarbeit
2024