Deep hedging of long-term financial derivatives (Q2038257): Difference between revisions

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+.15128
@@ Property / arXiv ID: 2007.15128 / rank @@
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+Cross-hedging minimum return guarantees: basis and liquidity risks
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+Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk
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+Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach
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+Reserving for maturity guarantees: Two approaches
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+Deep hedging
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+Equal risk pricing of derivatives with deep hedging
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+Hedging guarantees in variable annuities under both equity and interest rate risks
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+A general version of the fundamental theorem of asset pricing
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+Optimal hedging when the underlying asset follows a regime-switching Markov process
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+Application of data clustering and machine learning in variable annuity valuation
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+Minimizing CVaR in global dynamic hedging with transaction costs
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+Q5270493
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+Hedging and Reserving for Single-Premium Segregated Fund Contracts
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+Martingales and stochastic integrals in the theory of continuous trading
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+Option pricing when underlying stock returns are discontinuous
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+Valuing variable annuity guarantees with the multivariate Esscher transform
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+Pricing and hedging guaranteed annuity options via static option replication.
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+What you should know about approximate dynamic programming
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+Optimal hedging in discrete time
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+Learning representations by back-propagating errors
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+Option hedging for semimartingales
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+Variance-Optimal Hedging in Discrete Time
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+Q4626283
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+LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK
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