"Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning."

Jay Cao et al. (2022)

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DOI: 10.48550/ARXIV.2205.05614

access: open

type: Informal or Other Publication

metadata version: 2022-05-18

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  - journals/corr/abs-2205-05614
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  - https://dblp.org/rec/journals/corr/abs-2205-05614
Jay Cao, Jacky Chen, Soroush Farghadani, John Hull, Zissis Poulos, Zeyu Wang, Jun Yuan:
Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning. CoRR abs/2205.05614 (2022)

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