Fast Deep Hedging with Second-Order Optimization

Fuente: arXiv

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Bibliographic Details
Main Authors:	Mueller, Konrad, Akkari, Amira, Gonon, Lukas, Wood, Ben
Format:	Preprint
Published:	2024
Subjects:	Risk Management Machine Learning Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2410.22568