Deep hedging (Q5234357)
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scientific article; zbMATH DE number 7110478
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep hedging |
scientific article; zbMATH DE number 7110478 |
Statements
Deep hedging (English)
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26 September 2019
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reinforcement learning
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machine learning
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market frictions
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transaction costs
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hedging
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risk management
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portfolio optimization
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