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Deep hedging of derivatives using reinforcement learning
Cao, Jay; Chen, Jacky; Hull, John; Poulos, Zissis - In: The journal of financial data science 3 (2021) 1, pp. 10-27
Persistent link: https://www.econbiz.de/10012486250
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Deep learning for exotic option valuation
Cao, Jay; Chen, Jacky; Hull, John; Poulos, Zissis - In: The journal of financial data science 4 (2022) 1, pp. 41-53
Persistent link: https://www.econbiz.de/10014232581
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Variational autoencoders : a hands-off approach to volatility
Bergeron, Maxime; Fung, Nicholas; Hull, John; Poulos, Zissis - In: The journal of financial data science 4 (2022) 2, pp. 125-138
Persistent link: https://www.econbiz.de/10014232748