Empirical deep hedging (Q6101025)

From MaRDI portal
Revision as of 13:50, 27 April 2024 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 7698364
Language Label Description Also known as
English
Empirical deep hedging
scientific article; zbMATH DE number 7698364

    Statements

    title
    Empirical deep hedging (English)
    0 references
    author
    Q6101024
    0 references
    Juho Kanniainen
    0 references
    publication date
    20 June 2023
    0 references
    zbMATH Keywords
    options
    0 references
    hedging
    0 references
    deep reinforcement learning
    0 references
    stochastic volatility
    0 references

    Identifiers

    zbMATH DE Number
    7698364
    0 references
     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6101025&oldid=33944214"
      Powered by MediaWiki