The following pages link to Deep hedging (Q5234357):
Displayed 49 items.
- Computation of optimal transport and related hedging problems via penalization and neural networks (Q2020305) (← links)
- Option valuation under no-arbitrage constraints with neural networks (Q2030534) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Deep hedging of long-term financial derivatives (Q2038257) (← links)
- The universal approximation property. Characterization, construction, representation, and existence (Q2043428) (← links)
- A deep learning model for gas storage optimization (Q2064630) (← links)
- Dealing with multiple experts and non-stationarity in inverse reinforcement learning: an application to real-life problems (Q2071401) (← links)
- Reinforcement learning and stochastic optimisation (Q2072112) (← links)
- Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
- ELS pricing and hedging in a fractional Brownian motion environment (Q2128261) (← links)
- Deep learning for constrained utility maximisation (Q2152236) (← links)
- Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
- Derivatives of feed-forward neural networks and their application in real-time market risk management (Q2676274) (← links)
- Neural networks in Fréchet spaces (Q2679424) (← links)
- Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns (Q3295874) (← links)
- Low-Dimensional Approximations of High-Dimensional Asset Price Models (Q4990516) (← links)
- Calibrating rough volatility models: a convolutional neural network approach (Q4991028) (← links)
- Non-parametric Pricing and Hedging of Exotic Derivatives (Q4994678) (← links)
- Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models (Q5014167) (← links)
- Equal risk pricing of derivatives with deep hedging (Q5014191) (← links)
- Learning a functional control for high-frequency finance (Q5051970) (← links)
- QuantNet: transferring learning across trading strategies (Q5079395) (← links)
- Robust deep hedging (Q5092659) (← links)
- On a Neural Network to Extract Implied Information from American Options (Q5103918) (← links)
- Accelerated share repurchase and other buyback programs: what neural networks can bring (Q5139239) (← links)
- Quant GANs: deep generation of financial time series (Q5139243) (← links)
- Short Communication: A Quantum Algorithm for Linear PDEs Arising in Finance (Q5162857) (← links)
- Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality (Q5217496) (← links)
- BOUNDS ON MULTI-ASSET DERIVATIVES VIA NEURAL NETWORKS (Q5854317) (← links)
- Double-Execution Strategies Using Path Signatures (Q5872884) (← links)
- Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations (Q5873924) (← links)
- Data-driven hedging of stock index options via deep learning (Q6047693) (← links)
- Deep empirical risk minimization in finance: Looking into the future (Q6054448) (← links)
- Neural network approximation for superhedging prices (Q6054449) (← links)
- Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures (Q6063319) (← links)
- Distributionally robust end-to-end portfolio construction (Q6063322) (← links)
- Empirical deep hedging (Q6101025) (← links)
- Hedging Option Books Using Neural-SDE Market Models (Q6112769) (← links)
- Recent advances in reinforcement learning in finance (Q6146668) (← links)
- Book review (Q6158369) (← links)
- Hedging error as generalized timing risk (Q6158430) (← links)
- A data-driven deep learning approach for options market making (Q6158439) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)
- A generative model of a limit order book using recurrent neural networks (Q6166215) (← links)
- Premium control with reinforcement learning (Q6174076) (← links)
- Pricing options on flow forwards by neural networks in a Hilbert space (Q6181517) (← links)
- Can a Machine Correct Option Pricing Models? (Q6190709) (← links)
- Designing universal causal deep learning models: The geometric (Hyper)transformer (Q6196301) (← links)