Deep Hedging with Options Using the Implied Volatility Surface

Fuente: arXiv

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Bibliographic Details
Main Authors:	François, Pascal, Gauthier, Geneviève, Godin, Frédéric, Pérez-Mendoza, Carlos O.
Format:	Preprint
Published:	2025
Subjects:	Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2504.06208