Empirical deep hedging (Q6101025): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Added link to MaRDI item.
links / mardi / namelinks / mardi / name
 

Revision as of 07:14, 10 July 2024

scientific article; zbMATH DE number 7698364
Language Label Description Also known as
English
Empirical deep hedging
scientific article; zbMATH DE number 7698364

    Statements

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