Research paper / RESOURCE PROFILE

Deep Hedging: Continuous Reinforcement Learning for Hedging of General

Publication: Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions. Published Jul 15, 2022.

arxiv.orgPublished Jul 15, 2022
Visit source website ↗

Overview

Publication: Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions. Published Jul 15, 2022.

Publication information

Publication title
Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions
Authors
Phillip Murray, Ben Wood, Hans Buehler, Magnus Wiese, Mikko S. Pakkanen
Published
Jul 15, 2022
Last publication revision
Jul 15, 2022
Subject areas
q-fin.CP, q-fin.RM, stat.ML
Publication source
arxiv.org · abs/2207.07467v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2207.07467 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

Explore related resources

Sign In

Register

Reset Password

Please enter your username or email address, you will receive a link to create a new password via email.