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Reinforcement Learning for Option Hedging: Static Implied-Volatility Fit versus Shortfall-Aware Performance

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Chen, Ziheng, Hu, Minxuan, Yi, Jiayu, Sun, Wenxi
Format:	Preprint
Publié:	2026
Sujets:	Pricing of Securities Machine Learning 91G20, 68T05
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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