output
20132026
most citedDeeper Hedging: A New Agent-based Model for Effective Deep Hedging

6 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2013 · math.PRShow all

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math.PR2013★ 4 cited

An analysis of the Rüschendorf transform - with a view towards Sklar's Theorem

Frank Oertel

In many applications including financial risk measurement, copulas have shown to be a powerful building block to reflect multivariate dependence between several random variables in…