Deep hedging
H. Buehler, L. Gonon, J. Teichmann and B. Wood
| Year of publication: |
2019
|
|---|---|
| Authors: | Buehler, Hans ; Gonon, Lukas ; Teichmann, Josef ; Wood, Ben |
| Subject: | Hedging | Machine learning | Market frictions | Portfolio optimization | Reinforcement learning | Risk management | Transaction costs | Portfolio-Management | Portfolio selection | Transaktionskosten | Risikomanagement | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Lernen | Learning | Lernprozess | Learning process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1571683 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194788