"Deep Hedging under Rough Volatility."

Blanka Horvath, Josef Teichmann, Zan Zuric (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-02-10

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2102-01962
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2102-01962
Blanka Horvath, Josef Teichmann, Zan Zuric:
Deep Hedging under Rough Volatility. CoRR abs/2102.01962 (2021)

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