339 citations · 340 across the 2 of their papers we have counts for
2 papers
cs.LG2022★ 339 cited
A Survey on Offline Reinforcement Learning: Taxonomy, Review, and Open Problems
Rafael Figueiredo Prudencio, Marcos R. O. A. Maximo, Esther Luna Colombini
With the widespread adoption of deep learning, reinforcement learning (RL) has experienced a dramatic increase in popularity, scaling to previously intractable problems, such as pl…
q-fin.MF2020★ 1 cited
The Pricing of Quanto Options: An empirical copula approach
Rafael Felipe Carmargo Prudencio, Christian D. Jäkel
The quanto option is a cross-currency derivative in which the pay-off is given in foreign currency and then converted to domestic currency, through a constant exchange rate, used f…