Saeed Marzban

Equal risk pricing and hedging of financial derivatives with convex risk measures

Jonathan Yu-Meng Li, E. Delage, J. Li, 2020, Quantitative Finance.

Developing a multi-period robust optimization model considering American style options

A. Arshadi khamseh, M. Mahootchi, Saeed Marzban, 2013, Annals of Operations Research.

Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures

Jonathan Yu-Meng Li, E. Delage, Saeed Marzban, 2023, Quantitative Finance.