Learning minimum variance discrete hedging directly from the market (Q4554484)
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scientific article; zbMATH DE number 6979515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Learning minimum variance discrete hedging directly from the market |
scientific article; zbMATH DE number 6979515 |
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Learning minimum variance discrete hedging directly from the market (English)
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14 November 2018
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machine learning
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dynamic hedging
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risk management
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kernels
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regularized network
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