Equal risk pricing of derivatives with deep hedging (Q5014191): Difference between revisions

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+Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach
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+The Pricing of Options and Corporate Liabilities
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+Deep hedging
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+A general version of the fundamental theorem of asset pricing
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+THE GARCH OPTION PRICING MODEL
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+On the range of options prices
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+A Discrete Time Equivalent Martingale Measure
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+Convex measures of risk and trading constraints
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+Optimal hedging when the underlying asset follows a regime-switching Markov process
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+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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+Option pricing under regime-switching models: novel approaches removing path-dependence
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+Minimizing CVaR in global dynamic hedging with transaction costs
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+Equal risk pricing under convex trading constraints
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+Option pricing when underlying stock returns are discontinuous
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+Learning representations by back-propagating errors
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+Variance-Optimal Hedging in Discrete Time
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+Risk measure pricing and hedging in incomplete markets
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