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"Efficient Learning of Nested Deep Hedging using Multiple Options."

Masanori Hirano et al. (2023)

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DOI: 10.1109/IIAI-AAI59060.2023.00104

access: closed

type: Conference or Workshop Paper

metadata version: 2024-01-24

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Masanori Hirano, Kentaro Imajo, Kentaro Minami, Takuya Shimada:
Efficient Learning of Nested Deep Hedging using Multiple Options. IIAI-AAI 2023: 514-521

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