Hedging of financial derivative contracts via Monte Carlo tree search

Oleg Szehr

Year of publication:	2023
Authors:	Szehr, Oleg
Subject:	reinforcement learning \| Monte Carlo tree search (MCTS) \| pricing and hedging of derivative contracts \| AlphaZero \| utility optimization \| Hedging \| Derivat \| Derivative \| Optionspreistheorie \| Option pricing theory \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Stochastischer Prozess \| Stochastic process

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