Julian Sester

Julian Sester

National University of Singapore - Queenstown / Singapore
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5344444
Universiti Nasional Singapura
person_outline Julian Sester's MOST POPULAR ARTICLES
1-) Robust deep hedgingE Lütkebohmert, T Schmidt, J SesterQuantitative Finance 22 (8), 1465-1480, 2022182022
2-) Tightening robust price bounds for exotic derivativesE Lütkebohmert, J SesterQuantitative Finance 19 (11), 1797-1815, 2019182019
3-) Robust Q-learning algorithm for Markov decision processes under Wasserstein uncertaintyA Neufeld, J SesterAutomatica 168, 111825, 2024132024
4-) A deep learning approach to data-driven model-free pricing and to martingale optimal transportA Neufeld, J SesterIEEE Transactions on Information Theory 69 (5), 3172 - 3189, 2022132022
5-) Robust bounds for derivative prices in Markovian modelsJ SesterInternational Journal of Theoretical and Applied Finance 23 (3), 2050015, 2020102020