Mario Schlener

According to our database, Mario Schlener authored at least 4 papers between 2022 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Hedging and Pricing Structured Products Featuring Multiple Underlying Assets.

Anil Sharma, Freeman Chen, Jaesun Noh, Julio DeJesus, Mario Schlener

CoRR, 2024

Hedging Beyond the Mean: A Distributional Reinforcement Learning Perspective for Hedging Portfolios with Structured Products.

Anil Sharma, Freeman Chen, Jaesun Noh, Julio DeJesus, Mario Schlener

CoRR, 2024

Hedging American Put Options with Deep Reinforcement Learning.

Reilly Pickard, Finn Wredenhagen, Julio DeJesus, Mario Schlener, Yuri A. Lawryshyn

CoRR, 2024

2022

Identifying, measuring, and mitigating individual unfairness for supervised learning models and application to credit risk models.

Rasoul Shahsavarifar, Jithu Chandran, Mario Inchiosa, Amit Deshpande, Mario Schlener, Vishal Gossain, Yara Elias, Vinaya Murali

CoRR, 2022