Empirical deep hedging (Q6101025): Difference between revisions

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+https://doi.org/10.1080/14697688.2022.2136037
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+W4308605751
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Deep hedging
@@ Property / cites work: Deep hedging / rank @@
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+An Introduction to Deep                   Reinforcement Learning
@@ Property / cites work: An Introduction to Deep Reinforcement Learning / rank @@
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+The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q5396710
@@ Property / cites work: Q5396710 / rank @@
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+Q4626283
@@ Property / cites work: Q4626283 / rank @@
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+Asymptotic analysis of hedging errors in models with jumps
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+\({\mathcal Q}\)-learning
@@ Property / cites work: \({\mathcal Q}\)-learning / rank @@
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+Quant GANs: deep generation of financial time series
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