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The journal of computational finance
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ECONIS (ZBW)
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Deep learning for discrete-time hedging in incomplete markets
Fecamp, Simon
;
Mikael, Joseph
;
Warin, Xavier
- In:
The journal of computational finance
25
(
2021
)
2
,
pp. 51-85
Persistent link: https://www.econbiz.de/10012938887
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2
Variance optimal hedging with application to electricity markets
Warin, Xavier
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10012162373
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