Jonathan Yu-Meng Li
Author
Alternate name Jonathan Yu‐Meng Li
Institution University of Ottawa
Past institution University of Ottawa
H-index: 1
I10-index:
Works count: 3
Citations count: 4
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
2023 · Saeed Marzban, Erick Delage, et al. · Quantitative Finance
On Generalization and Regularization via Wasserstein Distributionally Robust Optimization
2022 · Qinyu Wu, Jonathan Yu-Meng Li, et al. · SSRN Electronic Journal
On Generalization and Regularization via Wasserstein Distributionally Robust Optimization
2022 · Qinyu Wu, Jonathan Yu-Meng Li, et al. · arXiv (Cornell University)