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dc.contributor.author
Bühler, Hans
dc.contributor.author
Gonon, Lukas
dc.contributor.author
Teichmann, Josef
dc.contributor.author
Wood, Ben
dc.date.accessioned
2019-02-22T09:20:57Z
dc.date.available
2019-01-31T10:47:28Z
dc.date.available
2019-02-22T09:20:57Z
dc.date.issued
2018-02
dc.identifier.uri
http://hdl.handle.net/20.500.11850/321852
dc.language.iso
en
en_US
dc.publisher
Cornell University Library
en_US
dc.subject
reinforcement learning
en_US
dc.subject
approximate dynamic programming
en_US
dc.subject
machine learning
en_US
dc.subject
market frictions
en_US
dc.subject
transaction costs
en_US
dc.subject
hedging
en_US
dc.subject
risk management
en_US
dc.subject
portfolio optimization
en_US
dc.title
Deep Hedging
en_US
dc.type
Working Paper
dc.date.published
2018-02-08
ethz.journal.title
arXiv
ethz.pages.start
1802.03042
en_US
ethz.size
32 p.
en_US
ethz.identifier.arxiv
1802.03042
ethz.publication.place
Ithaca, NY
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
en_US
ethz.relation.isPreviousVersionOf
handle/20.500.11850/353709
ethz.date.deposited
2019-01-31T10:47:29Z
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2019-02-22T09:21:12Z
ethz.rosetta.lastUpdated
2019-02-22T09:21:12Z
ethz.rosetta.versionExported
true
ethz.COinS
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