 Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options HedgingWorking papers (WP), 2025 |
 Hedging option books using neural-SDE market modelsSocial Science Research Network (SSRN), 2022 |
 Detecting data-driven robust statistical arbitrage strategies with deep
neural networksSIAM Journal on Financial Mathematics (SIFIN), 2022 |
 Trading Signals In VIX FuturesApplied Mathematical Finance (AMF), 2021 |
 KrigHedge: Gaussian Process Surrogates for Delta HedgingApplied Mathematical Finance (AMF), 2020 |
