"Deep Hedging of Derivatives Using Reinforcement Learning."

Jay Cao et al. (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-04-07

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2103-16409
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2103-16409
Jay Cao, Jacky Chen, John Hull, Zissis Poulos:
Deep Hedging of Derivatives Using Reinforcement Learning. CoRR abs/2103.16409 (2021)

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