"Option Hedging with Risk Averse Reinforcement Learning."

Edoardo Vittori, Michele Trapletti, Marcello Restelli (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-10-27

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2010-12245
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  - https://dblp.org/rec/journals/corr/abs-2010-12245
Edoardo Vittori, Michele Trapletti, Marcello Restelli:
Option Hedging with Risk Averse Reinforcement Learning. CoRR abs/2010.12245 (2020)

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