Deep Quadratic Hedging
Year of publication: |
2022
|
---|---|
Authors: | Gnoatto, Alessandro ; Lavagnini, Silvia ; Picarelli, Athena |
Publisher: |
[S.l.] : SSRN |
Subject: | Hedging | Optionspreistheorie | Option pricing theory | Martingal | Martingale | Unvollkommener Markt | Incomplete market |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 24, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4311502 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G11 - Portfolio Choice ; C02 - Mathematical Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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