KrigHedge: Gaussian Process Surrogates for Delta Hedging (Q5093245)
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scientific article; zbMATH DE number 7563602
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | KrigHedge: Gaussian Process Surrogates for Delta Hedging |
scientific article; zbMATH DE number 7563602 |
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KrigHedge: Gaussian Process Surrogates for Delta Hedging (English)
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26 July 2022
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Gaussian process
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hedging
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Greeks
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data-driven
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local volatility
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machine learning
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