"Optimal Option Hedging with Policy Gradient."

Bo Xiao, Wuguannan Yao, Xiang Zhou (2021)

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DOI: 10.1109/ICDMW53433.2021.00145

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-01

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Bo Xiao, Wuguannan Yao, Xiang Zhou:
Optimal Option Hedging with Policy Gradient. ICDM (Workshops) 2021: 1112-1119

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