Deep Hedging Under Non-Convexity: Limitations and a Case for AlphaZero

Fuente: arXiv

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Bibliographic Details
Main Authors:	Maggiolo, Matteo, Nuti, Giuseppe, Štrupl, Miroslav, Szehr, Oleg
Format:	Preprint
Published:	2025
Subjects:	Machine Learning 68T07 I.2.6
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.01874