| Bounds on multi-asset derivatives via neural networks L De Gennaro Aquino, C Bernard International Journal of Theoretical and Applied Finance 23 (8), 2020 | 13 | 2020 |
| MinMax methods for optimal transport and beyond: regularization, approximation and numerics L De Gennaro Aquino, S Eckstein Advances in Neural Information Processing Systems 33, 2020 | 10 | 2020 |
| Semi-analytical prices for lookback and barrier options under the Heston model L De Gennaro Aquino, C Bernard Decisions in Economics and Finance 42 (2), 715-741, 2019 | 9 | 2019 |
| Portfolio selection with exploration of new investment assets L De Gennaro Aquino, D Sornette, MS Strub European Journal of Operational Research, 2023 | 6 | 2023 |
| Optimal annuity demand for general expected utility agents C Bernard, L De Gennaro Aquino, L Levante Insurance: Mathematics and Economics 101, 70-79, 2021 | 5 | 2021 |
| Correction to: Semi-analytical prices for lookback and barrier options under the Heston model L De Gennaro Aquino, C Bernard Decisions in Economics and Finance, 1-3, 2021 | 2 | 2021 |
| Optimal multivariate financial decision making C Bernard, L De Gennaro Aquino, S Vanduffel European Journal of Operational Research 307 (1), 468-483, 2023 | 1 | 2023 |
| Reference-dependent asset pricing with a stochastic consumption-dividend ratio L De Gennaro Aquino, X He, MS Strub, Y Yang arXiv preprint arXiv:2401.12856, 2024 | | 2024 |
Carole BernardProfessor, Grenoble Ecole de Management, FranceEmail verificata su grenoble-em.com
