Deep hedging
Metadata only
Date
2019Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Quantitative FinanceVolume
Pages / Article No.
Publisher
RoutledgeSubject
Reinforcement learning; Machine learning; Market frictions; Transaction costs; Hedging; Risk management; Portfolio optimizationOrganisational unit
03845 - Teichmann, Josef / Teichmann, Josef
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Is new version of: http://hdl.handle.net/20.500.11850/321852
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