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Deep hedging: learning to remove the drift - Risk.net

Retrieved on: 2022-02-23 05:03:36

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Deep hedging: learning to remove the drift - Risk.net. View article details on HISWAI: https://www.risk.net/cutting-edge/banking/7932226/deep-hedging-learning-to-remove-the-drift

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Hans Buehler, Phillip Murray, Mikko S. Pakkanen and Ben Wood present a machine learning approach for finding minimal equivalent martingale ...

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