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Lucio Fernandez‐Arjona · Study

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Lucio Fernandez‐Arjona

1 works· latest 2022· 1 institutionscluster: provisionalORCID 0000-0002-1020-7334

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A machine learning approach to portfolio pricing and risk management for high‐dimensional problems2022 · 21 citations

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A machine learning approach to portfolio pricing and risk management for high‐dimensional problems

Mathematical Finance·2022·2 authors·Open access

21citations