The QLBS Q-Learner goes NuQLear : fitted Q iteration, inverse RL, and option portfolios
Igor Halperin
| Year of publication: |
2019
|
|---|---|
| Authors: | Halperin, Igor |
| Subject: | Black-Scholes model | Hedging risk | Inverse reinforcement learning | Q-learning | Reinforcement learning | Hedging | Theorie | Theory | Lernprozess | Learning process | Portfolio-Management | Portfolio selection | Lernen | Learning | Black-Scholes-Modell | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1622302 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194805