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Optimizing Deep Reinforcement Learning for American Put Option Hedging

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Pickard, Reilly, Wredenhagen, F., Lawryshyn, Y.
Format:	Preprint
Publié:	2024
Sujets:	Risk Management Computational Engineering, Finance, and Science Machine Learning 91G20
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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