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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Sharma, Anil, Chen, Freeman, Noh, Jaesun, DeJesus, Julio, Schlener, Mario
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Computational Engineering, Finance, and Science
Accesso online:	Acceder al recurso
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