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"Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling."

Masanori Hirano, Kentaro Minami, Kentaro Imajo (2023)

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DOI: 10.48550/ARXIV.2307.13217

access: open

type: Informal or Other Publication

metadata version: 2023-10-18

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  - electronic edition via DOI (open access)
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  dblp key:
  - journals/corr/abs-2307-13217
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  - https://dblp.org/rec/journals/corr/abs-2307-13217
Masanori Hirano, Kentaro Minami, Kentaro Imajo:
Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling. CoRR abs/2307.13217 (2023)

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