Learning minimum variance discrete hedging directly from the market (Q4554484)
From MaRDI portal
scientific article; zbMATH DE number 6979515
Language | Label | Description | Also known as |
---|---|---|---|
English | Learning minimum variance discrete hedging directly from the market |
scientific article; zbMATH DE number 6979515 |
Statements
Learning minimum variance discrete hedging directly from the market (English)
0 references
14 November 2018
0 references
machine learning
0 references
dynamic hedging
0 references
risk management
0 references
kernels
0 references
regularized network
0 references
0 references
0 references
0 references