Option hedging using LSTM-RNN : an empirical analysis
Junhuan Zhang and Wenjun Huang
| Year of publication: |
2021
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|---|---|
| Authors: | Zhang, Junhuan ; Huang, Wenjun |
| Subject: | Deep learning | Option hedging | Portfolio optimization | Risk management | Hedging | Portfolio-Management | Portfolio selection | Risikomanagement | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.1905171 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012653710