Hedging Beyond the Mean: A Distributional Reinforcement Learning Perspective for Hedging Portfolios with Structured Products

Fuente: arXiv

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Bibliographic Details
Main Authors:	Sharma, Anil, Chen, Freeman, Noh, Jaesun, DeJesus, Julio, Schlener, Mario
Format:	Preprint
Published:	2024
Subjects:	Computational Engineering, Finance, and Science
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.10903