Deep Hedging-Reference-Cited by-同舟云学术

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Deep Hedging

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Buehler Hans,Gonon Lukas,Teichmann Josef,Wood Ben

Publisher

Elsevier BV

Reference32 articles.

1. Exact simulation of stochastic volatility and other affine jump diffusion processes;M Broadie;Operations Research,2006

2. Consistent risk measures for portfolio vectors

3. An old-new concept of convex risk measures: the optimized certainty equivalent;A Ben-Tal;Mathematical Finance,2007

4. Pricing with a smile;B Dupire;Risk,1994

Cited by 16 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Revolutionizing Hedge Fund Risk Management: The Power of Deep Learning and LSTM in Hedging Illiquid Assets;Journal of Risk and Financial Management;2024-05-26

2. Markov chain approximation approach to European option pricing in the presence of proportional transaction costs and regime-switching;Numerical Algebra, Control and Optimization;2024

3. SigFormer: Signature Transformers for Deep Hedging;4th ACM International Conference on AI in Finance;2023-11-25

4. Graph neural networks for deep portfolio optimization;Neural Computing and Applications;2023-07-22

5. Reinforcement Learning With Non-Cumulative Objective;IEEE Transactions on Machine Learning in Communications and Networking;2023

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