"Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback ..."

Pascal François et al. (2024)

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DOI: 10.48550/ARXIV.2407.21138

access: open

type: Informal or Other Publication

metadata version: 2024-08-24

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  - journals/corr/abs-2407-21138
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  - https://dblp.org/rec/journals/corr/abs-2407-21138
Pascal François, Geneviève Gauthier, Frédéric Godin, Carlos Octavio Pérez Mendoza:
Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information. CoRR abs/2407.21138 (2024)

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