Zan Zuric

According to our database, Zan Zuric authored at least 3 papers between 2020 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Large and moderate deviations for importance sampling in the Heston model.

Marc Geha, Antoine Jacquier, Zan Zuric

Ann. Oper. Res., May, 2024

2021

Deep Hedging under Rough Volatility.

Blanka Horvath, Josef Teichmann, Zan Zuric

CoRR, 2021

2020

Robust pricing and hedging via neural SDEs.

Patryk Gierjatowicz, Marc Sabate Vidales, David Siska, Lukasz Szpruch, Zan Zuric

CoRR, 2020