Robust risk-aware option hedging
Year of publication: |
2023
|
---|---|
Authors: | Wu, David ; Jaimungal, Sebastian |
Subject: | option hedging | reinforcement learning | risk measures | robustification | Hedging | Optionspreistheorie | Option pricing theory | Risiko | Risk | Optionsgeschäft | Option trading | Risikomaß | Risk measure |
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