Copertina

Enhancing Black-Scholes Delta Hedging via Deep Learning

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Qiao, Chunhui, Wan, Xiangwei
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Computational Finance Statistical Finance Machine Learning
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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