Deep hedging
METADATA ONLY
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Author / Producer
Date
2019
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
19 (8)
Pages / Article No.
1271 - 1291
Publisher
Routledge
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Reinforcement learning; Machine learning; Market frictions; Transaction costs; Hedging; Risk management; Portfolio optimization
Organisational unit
03845 - Teichmann, Josef / Teichmann, Josef
Notes
Funding
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