Žan Žurič

202020212022202320243 11 14 32 40

Public access

3 articles

0 articles

available

not available

Based on funding mandates

Lukasz SzpruchUniversity of Edinburgh and The Alan Turing InstituteVerified email at ed.ac.uk
David SiskaSchool of Mathematics, University of EdinburghVerified email at ed.ac.uk
Blanka HorvathUniversity of OxfordVerified email at maths.ox.ac.uk
Josef TeichmannETH ZurichVerified email at math.ethz.ch
Antoine JacquierImperial College LondonVerified email at imperial.ac.uk

Žan Žurič

Quantitative Researcher, Kaiju Capital Management

Verified email at imperial.ac.uk


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Robust pricing and hedging via neural stochastic differential equations P Gierjatowicz, M Sabate-Vidales, D Siska, L Szpruch, Z Zuric Journal of Computational Finance 26 (3), 2022	49*	2022
Deep hedging under rough volatility B Horvath, J Teichmann, Ž Žurič Risks 9 (7), 138, 2021	39	2021
Random neural networks for rough volatility A Jacquier, Z Zuric arXiv preprint arXiv:2305.01035, 2023	10	2023
Detecting Multivariate Market Regimes Via Clustering Algorithms J Mc Greevy, A Muguruza, Z Issa, C Salvi, J Chan, Z Zuric Available at SSRN 4758243, 2024	3	2024
Large and moderate deviations for importance sampling in the Heston model M Geha, A Jacquier, Ž Žurič Annals of Operations Research 336 (1), 47-92, 2024		2024

The system can't perform the operation now. Try again later.

Articles 1–5

Citations per year