Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures (Q6063319)
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scientific article; zbMATH DE number 7761999
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures |
scientific article; zbMATH DE number 7761999 |
Statements
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures (English)
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7 November 2023
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deep reinforcement learning
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derivative pricing
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risk hedging
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expectile risk measures
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incomplete market
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