Evaluation of deep learning algorithms for quadratic hedging
Zhiwen Dai, Lingfei Li, and Gongqiu Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Dai, Zhiwen ; Li, Lingfei ; Zhang, Gongqiu |
| Subject: | Hedging | Algorithmus | Algorithm | Lernprozess | Learning process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jod.2022.1.165 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014231090