Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information
Preprint in arXiv (July 2024)
The most recent citing publications are shown below. View all 15 publications that cite this research output on Dimensions.
Is the difference between deep hedging and delta hedging a statistical arbitrage?
Preprint in arXiv (July 2024)
Hedging Beyond the Mean: A Distributional Reinforcement Learning Perspective for Hedging Portfolios with Structured Products
Preprint in arXiv (July 2024)