Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning
Year of publication: |
[2022]
|
---|---|
Authors: | Hull, John C. ; Cao, Jay ; Chen, Jacky ; Farghadani, Soroush ; Poulos, Zissis ; Yuan, Jun |
Publisher: |
[S.l.] : SSRN |
Subject: | Hedging | Theorie | Theory |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 15, 2022 erstellt |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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