"Fast Deep Hedging with Second-Order Optimization."

Konrad Mueller et al. (2024)

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DOI: 10.48550/ARXIV.2410.22568

access: open

type: Informal or Other Publication

metadata version: 2024-11-29

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  - journals/corr/abs-2410-22568
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  - https://dblp.org/rec/journals/corr/abs-2410-22568
Konrad Mueller, Amira Akkari, Lukas Gonon, Ben Wood:
Fast Deep Hedging with Second-Order Optimization. CoRR abs/2410.22568 (2024)

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