1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.PR2025
Empirical Models of the Time Evolution of SPX Option Prices
Alessio Brini, David A. Hsieh, Patrick Kuiper +2
The key objective of this paper is to develop an empirical model for pricing SPX options that can be simulated over future paths of the SPX. To accomplish this, we formulate and ri…
q-fin.CP2025★ 1 cited
Improving DeFi Accessibility through Efficient Liquidity Provisioning with Deep Reinforcement Learning
Haonan Xu, Alessio Brini
This paper applies deep reinforcement learning (DRL) to optimize liquidity provisioning in Uniswap v3, a decentralized finance (DeFi) protocol implementing an automated market make…