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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	François, Pascal, Gauthier, Geneviève, Godin, Frédéric, Mendoza, Carlos Octavio Pérez
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Computational Finance Risk Management
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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