"Gamma and vega hedging using deep distributional reinforcement learning."

Jay Cao et al. (2023)

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DOI: 10.3389/FRAI.2023.1129370

access: open

type: Journal Article

metadata version: 2023-03-08

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  - https://dblp.org/rec/journals/frai/CaoCFHPWY23
Jay Cao, Jacky Chen, Soroush Farghadani, John Hull, Zissis Poulos, Zeyu Wang, Jun Yuan:
Gamma and vega hedging using deep distributional reinforcement learning. Frontiers Artif. Intell. 6 (2023)

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