Deep hedging
dc.contributor.author
Buehler, H.
dc.contributor.author
Gonon, Lukas
dc.contributor.author
Teichmann, Josef
dc.contributor.author
Wood, B.
dc.date.accessioned
2020-01-22T06:45:52Z
dc.date.available
2019-07-18T04:43:07Z
dc.date.available
2019-07-18T13:11:40Z
dc.date.available
2020-01-22T06:45:52Z
dc.date.issued
2019
dc.identifier.issn
1469-7688
dc.identifier.issn
1469-7696
dc.identifier.other
10.1080/14697688.2019.1571683
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/353709
dc.language.iso
en
en_US
dc.publisher
Routledge
en_US
dc.subject
Reinforcement learning
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
Journal Article
dc.date.published
2019-02-21
ethz.journal.title
Quantitative Finance
ethz.journal.volume
19
en_US
ethz.journal.issue
8
en_US
ethz.pages.start
1271
en_US
ethz.pages.end
1291
en_US
ethz.code.jel
JEL - JEL::C - Mathematical and Quantitative Methods::C4 - Econometric and Statistical Methods: Special Topics::C45 - Neural Networks and Related Topics
en_US
ethz.identifier.wos
ethz.identifier.scopus
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
ethz.relation.isNewVersionOf
20.500.11850/321852
ethz.date.deposited
2019-07-18T04:43:13Z
ethz.source
SCOPUS
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2019-07-18T13:11:48Z
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2023-02-06T18:12:57Z
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Journal Article [134919]