Sofie Reyners

KU Leuven - Department of Mathematics

Celestijnenlaan 200 B

Leuven, B-3001

Belgium

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 25,661

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Top 25,661

in Total Papers Downloads

2,372

SSRN CITATIONS

11

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Machine Learning for Quantitative Finance: Fast Derivative Pricing, Hedging and Fitting

Number of pages: 15 Posted: 20 Jun 2018
RiskConcile, University of Maryland - Robert H. Smith School of Business, KU Leuven - Department of Mathematics and KU Leuven - Department of Mathematics
Downloads 1,981 (9,689)
Citation 10

Abstract:

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Machine learning, Derivatives, Hedging, Implied volatility

2.

MaMaMoMaMa: BTC Options

Number of pages: 15 Posted: 09 Oct 2018
Dilip B. Madan, Sofie Reyners and Wim Schoutens
University of Maryland - Robert H. Smith School of Business, KU Leuven - Department of Mathematics and KU Leuven - Department of Mathematics
Downloads 228 (165,025)

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cryptocurrency, bitcoin, modelling, calibration

3.

ESG: A New Dimension in Portfolio Allocation

Number of pages: 37 Posted: 02 Dec 2020
RiskConcile, Technische Universität München (TUM), affiliation not provided to SSRN, KU Leuven - Department of Mathematics and KU Leuven - Department of Mathematics
Downloads 161 (225,492)

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ESG, portfolio allocation, investment strategies, ESG ratings, greenhouse gas intensity

4.

Gradient Boosting for Quantitative Finance

Journal of Computational Finance, Vol. 24, No. 4, 2020
Number of pages: 40 Posted: 30 Apr 2021
KU Leuven, KU Leuven, KU Leuven - Department of Mathematics and KU Leuven - Department of Mathematics
Downloads 2 (766,489)
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machine learning; regression trees; derivatives pricing; exotic options; computation time