Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning-Reference-Cited by-同舟云学术

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Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning

Published:2019 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,Mohan Baranidharan,Kochems Jonathan

Publisher

Elsevier BV

Reference20 articles.

1. The pricing of options and corporate liabilities;Fischer Black;Journal of Political Economy,1973

2. Heston model;Hans Buehler;Encyclopedia of Quantitative Finance,2010

3. Stochastic Finance

Cited by 24 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. Reinforcement Learning Review: Past Acts, Present Facts and Future Prospects;IT Journal Research and Development;2024-02-15

2. Deep Reinforcement Learning Robots for Algorithmic Trading: Considering Stock Market Conditions and U.S. Interest Rates;IEEE Access;2024

3. Quantum Deep Hedging;Quantum;2023-11-29

4. Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling;4th ACM International Conference on AI in Finance;2023-11-25

5. Efficient Learning of Nested Deep Hedging using Multiple Options;2023 14th IIAI International Congress on Advanced Applied Informatics (IIAI-AAI);2023-07-08

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