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Time-Inhomogeneous Volatility Aversion for Financial Applications of Reinforcement Learning

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Cacciamani, Federico, Daluiso, Roberto, Pinciroli, Marco, Trapletti, Michele, Vittori, Edoardo
Formato:	Preprint
Publicado:	2026
Materias:	Computational Finance Trading and Market Microstructure 91-08
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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