Nationalité Slovenian
Campus Zurich
Date d'entrée dans le programme de doctorat

2017

Directeur de thèse

Walter Farkas

Current Publications:

N°22-71: Pricing Autocallables under Local-Stochastic Volatility

Nº 22-07: Sparse and Stable International Portfolio Optimization and Currency Risk Management

Nº 22-03: Accelerated American Option Pricing with Deep Neural Networks

Nº 21-60: Dynamic Currency Hedging with Non-Gaussianity and Ambiguity

Nº 20-73: Ambiguity, Optimal Currency Overlay, and Home Currency Bias

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