Chen, Z., Hu, M., Yi, J., & Sun, W. (2026). Reinforcement Learning for Option Hedging: Static Implied-Volatility Fit versus Shortfall-Aware Performance.
Style de citation Chicago (17e éd.)Chen, Ziheng, Minxuan Hu, Jiayu Yi, et Wenxi Sun. Reinforcement Learning for Option Hedging: Static Implied-Volatility Fit Versus Shortfall-Aware Performance. 2026.
Style de citation MLA (9e éd.)Chen, Ziheng, et al. Reinforcement Learning for Option Hedging: Static Implied-Volatility Fit Versus Shortfall-Aware Performance. 2026.
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