Deep hedging of long-term financial derivatives (Q2038257): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 2007.15128 / rank | |||
Normal rank |
Revision as of 01:13, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Deep hedging of long-term financial derivatives |
scientific article |
Statements
Deep hedging of long-term financial derivatives (English)
0 references
6 July 2021
0 references
reinforcement learning
0 references
global hedging
0 references
variable annuity
0 references
lookback option
0 references
jump risk
0 references