Deep Hedging: Learning to Simulate Equity Option Markets
نویسندگان
چکیده
منابع مشابه
The Cost of Risk and Option Hedging in Incomplete Markets
Acknowledgments First of all I would like to express my gratitude to my promotor Prof. Arun Bagchi who offered me this PhD position. I thank him for his valuable scientific advice as well as for being very flexible and accommodating in all the practical matters. I would also like to thank my daily supervisor and assistant promotor Michel Vellekoop for his guidance, support and inspiring ideas t...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2019
ISSN: 1556-5068
DOI: 10.2139/ssrn.3470756