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  • Search: subject:"Multidimensional Heston model"
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Subject
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Deep BSDE solver 1 Deep hedging 1 Hedging 1 Incomplete market 1 Local risk minimization 1 Mean-variance hedging 1 Multidimensional Heston model 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Risikomanagement 1 Risk management 1 Stochastic process 1 Stochastischer Prozess 1 Unvollkommener Markt 1
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Online availability
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Free 1
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Gnoatto, Alessandro 1 Lavagnini, Silvia 1 Picarelli, Athena 1
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Working paper series 1
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ECONIS (ZBW) 1
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Deep Quadratic Hedging
Gnoatto, Alessandro; Lavagnini, Silvia; Picarelli, Athena - 2022
Persistent link: https://www.econbiz.de/10013535748
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