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"Deeper Hedging: A New Agent-based Model for Effective Deep Hedging."
Kang Gao et al. (2023)
- Kang Gao, Stephen Weston, Perukrishnen Vytelingum, Namid R. Stillman, Wayne Luk, Ce Guo:
Deeper Hedging: A New Agent-based Model for Effective Deep Hedging. ICAIF 2023: 270-278
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