Option hedging using LSTM-RNN : an empirical analysis
Year of publication: |
2021
|
---|---|
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 |
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