A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging

Fuente: arXiv

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Bibliographic Details
Main Authors:	Peng, Xianhua, Zhou, Xiang, Xiao, Bo, Wu, Yi
Format:	Preprint
Published:	2024
Subjects:	Risk Management Pricing of Securities
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2411.09659