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Robust deep hedging - MaRDI portal

Robust deep hedging (Q5092659)

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scientific article; zbMATH DE number 7562222
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English
Robust deep hedging
scientific article; zbMATH DE number 7562222

    Statements

    title
    Robust deep hedging (English)
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    publication date
    22 July 2022
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    zbMATH Keywords
    affine processes
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    Knightian uncertainty
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    Kolmogorov equation
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    deep learning
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    robust hedging
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    cites work
    Deep hedging
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    Q4421356
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    Estimate nothing
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    Q3706262
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    Q4002114
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    Q4303982
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    Identifiers

    zbMATH DE Number
    7562222
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    OpenAlex ID
    W4283387019
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    arXiv ID
    2106.10024
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