Deep quadratic hedging (Q6893683)
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scientific article; zbMATH DE number 8128101
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Deep quadratic hedging |
scientific article; zbMATH DE number 8128101 |
Statements
Deep quadratic hedging (English)
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26 November 2025
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deep hedging
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quadratic hedging
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deep BSDE solver
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mean-variance hedging
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local risk minimization
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multidimensional Heston model
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