Empirical deep hedging (Q6101025): Difference between revisions

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scientific article; zbMATH DE number 7698364
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English
Empirical deep hedging
scientific article; zbMATH DE number 7698364

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    Empirical deep hedging (English)
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    20 June 2023
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    options
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    hedging
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    deep reinforcement learning
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    stochastic volatility
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