Robust deep hedging (Q5092659)
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scientific article; zbMATH DE number 7562222
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust deep hedging |
scientific article; zbMATH DE number 7562222 |
Statements
Robust deep hedging (English)
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22 July 2022
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affine processes
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Knightian uncertainty
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Kolmogorov equation
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deep learning
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robust hedging
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