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Ulrych, Urban [Author]

Applications of statistical learning in quantitative finance

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Zurich, 2022
Burkhardt, Raphael [Author]; Ulrych, Urban [Author]

Sparse and stable international portfolio optimization and currency risk management - [This Version: January 2022]

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Geneva: Swiss Finance Institute, 2022

Published in: Swiss Finance Institute: Research paper series ; 2022,7
Anderson, David [Author]; Ulrych, Urban [Author]

Accelerated American Option Pricing with deep neural networks - [This Version: December 2021]

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Geneva: Swiss Finance Institute, 2021

Published in: Swiss Finance Institute: Research paper series ; 2022,3
Polak, Pawel [Author]; Ulrych, Urban [Author]

Dynamic currency hedging with ambiguity - [This version: August 2021]

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https://ideas.repec.org/p/chf/rpseri/rp2160.html

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Geneva: Swiss Finance Institute, 2021

Published in: Swiss Finance Institute: Research paper series ; 2021,60
Polak, Pawel [Author]; Ulrych, Urban [Author]

Dynamic Currency Hedging with Ambiguity

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https://ssrn.com/abstract=3906716

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[S.l.]: SSRN, [2021]

Published in: Swiss Finance Institute Research Paper ; No. 21-60
Ulrych, Urban [Author]; Vasiljević, Nikola [Author]

Ambiguity and the home currency bias - [This Version: August 2020]

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Geneva: Swiss Finance Institute, 2020

Published in: Swiss Finance Institute: Research paper series ; 2020,73
Cirulli, Antonello [Author]; Kobak, Michal [Author]; Ulrych, Urban [Author]

Portfolio Construction with Hierarchical Momentum

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https://ssrn.com/abstract=4125072

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[S.l.]: SSRN, [2022]
Farkas, Walter [Author]; Ferrari, Francesco [Author]; Ulrych, Urban [Author]

Pricing Autocallables under Local-Stochastic Volatility

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https://ssrn.com/abstract=4214697

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[S.l.]: SSRN, 2022

Published in: Swiss Finance Institute Research Paper ; No. 22-71
Anderson, David; Ulrych, Urban

Accelerated American option pricing with deep neural networks

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American Institute of Mathematical Sciences (AIMS), 2023

Published in: Quantitative Finance and Economics
Polak, Paweł; Ulrych, Urban

Dynamic currency hedging with non-Gaussianity and ambiguity

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Informa UK Limited, 2024

Published in: Quantitative Finance
Anderson, David; Ulrych, Urban

Accelerated American Option Pricing with Deep Neural Networks

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Elsevier BV, 2022

Published in: SSRN Electronic Journal
Burkhardt, Raphael; Ulrych, Urban

Sparse and Stable International Portfolio Optimization and Currency Risk Management

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Elsevier BV, 2022

Published in: SSRN Electronic Journal
Polak, Pawel; Ulrych, Urban

Dynamic Currency Hedging with Ambiguity

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Elsevier BV, 2021

Published in: SSRN Electronic Journal
Ulrych, Urban; Vasiljevic, Nikola

Ambiguity and the Home Currency Bias

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Elsevier BV, 2020

Published in: SSRN Electronic Journal
Cirulli, Antonello; Kobak, Michal; Ulrych, Urban

Portfolio Construction with Hierarchical Momentum

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Elsevier BV, 2022

Published in: SSRN Electronic Journal
Farkas, Walter; Ferrari, Francesco; Ulrych, Urban

Pricing Autocallables under Local-Stochastic Volatility

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Elsevier BV, 2022

Published in: SSRN Electronic Journal

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