Search results with tag "Deep hedging"

DEEP HEDGING - arXiv

DEEP HEDGING HANS BUEHLER, LUKAS GONON, JOSEF TEICHMANN, AND BEN WOOD Abstract. We present a framework for hedging a portfolio of derivatives ... hedging, risk management, portfolio optimization. MSC 2010 Classi cation: 91G60, 65K99 1. Introduction The problem of pricing and hedging portfolios of derivatives is crucial for pricing risk ...

  Management, Risks, Risk management, Deep, Hedging, Deep hedging