| Developing a multi-period robust optimization model considering American style options S Marzban, M Mahootchi, A Arshadi Khamseh Annals of Operations Research 233, 305-320, 2015 | 18 | 2015 |
| Equal risk pricing and hedging of financial derivatives with convex risk measures S Marzban, E Delage, JYM Li Quantitative Finance 22 (1), 47-73, 2022 | 14 | 2022 |
| Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures S Marzban, E Delage, JYM Li Quantitative Finance 23 (10), 1411-1430, 2023 | 4 | 2023 |
| WaveCorr: Deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management S Marzban, E Delage, JYM Li, J Desgagne-Bouchard, C Dussault Operations Research Letters 51 (6), 680-686, 2023 | | 2023 |
| Deep Reinforcement Learning for Equal Risk Option Pricing and Hedging under Dynamic Expectile Risk Measures S Marzban, E Delage, J Li | | 2021 |
| WaveCorr: Deep Reinforcement Learning with Permutation Invariant Policy Networks for Portfolio Management S Marzban, E Delage, J Li | | 2021 |
| WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management S Marzban, E Delage, JY Li, J Desgagne-Bouchard, C Dussault arXiv preprint arXiv:2109.07005, 2021 | | 2021 |
| Equal-risk Pricing, Hedging, and Portfolio Management Using Dynamic Risk Measures and Deep Reinforcement Learning Methods S Marzban HEC Montréal, 2021 | | 2021 |
