Is the difference between deep hedging and delta hedging a statistical arbitrage?

Fuente: arXiv

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Bibliographic Details
Main Authors:	François, Pascal, Gauthier, Geneviève, Godin, Frédéric, Mendoza, Carlos Octavio Pérez
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.14736