Equal risk pricing of derivatives with deep hedging (Q5014191)
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scientific article; zbMATH DE number 7436788
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equal risk pricing of derivatives with deep hedging |
scientific article; zbMATH DE number 7436788 |
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Equal risk pricing of derivatives with deep hedging (English)
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1 December 2021
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reinforcement learning
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deep learning
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option pricing
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hedging
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convex risk measures
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