Deep hedging of long-term financial derivatives (Q2038257)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep hedging of long-term financial derivatives |
scientific article |
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Deep hedging of long-term financial derivatives (English)
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6 July 2021
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reinforcement learning
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global hedging
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variable annuity
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lookback option
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jump risk
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