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ARTICLE_SBTS: Model Checkpoints for Deep Hedging of Rainbow Options via Schrödinger Bridge

Fuente: Zenodo

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Bibliographic Details
Main Author:	Vu, Quoc Khanh
Format:	Recurso digital
Published:	Zenodo 2026
Subjects:	deep hedging, rainbow options, Schrödinger bridge, transaction costs, PyTorch
Online Access:	Acceder al recurso
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