Empirical deep hedging
Oskari Mikkilä and Juho Kanniainen
| Year of publication: |
2023
|
|---|---|
| Authors: | Mikkilä, Oskari ; Kanniainen, Juho |
| Subject: | Deep reinforcement learning | Hedging | Options | Stochastic volatility | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2136037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013490958