Empirical deep hedging (Q6101025)

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

    Statements

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

    zbMATH DE Number
    7698364
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    OpenAlex ID
    W4308605751
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