Deep hedging (Q5234357)

From MaRDI portal
Revision as of 15:40, 18 November 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 7110478
Language Label Description Also known as
English
Deep hedging
scientific article; zbMATH DE number 7110478

    Statements

    title
    Deep hedging (English)
    0 references
    publication date
    26 September 2019
    0 references
    zbMATH Keywords
    reinforcement learning
    0 references
    machine learning
    0 references
    market frictions
    0 references
    transaction costs
    0 references
    hedging
    0 references
    risk management
    0 references
    portfolio optimization
    0 references

    Identifiers

    zbMATH DE Number
    7110478
    0 references
     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5234357&oldid=9699186"
      Powered by MediaWiki