"Data-driven hedging of stock index options via deep learning."

Jie Chen, Lingfei Li (2023)

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DOI: 10.1016/J.ORL.2023.05.007

access: closed

type: Journal Article

metadata version: 2023-08-18

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  - https://dblp.org/rec/journals/orl/ChenL23
Jie Chen, Lingfei Li:
Data-driven hedging of stock index options via deep learning. Oper. Res. Lett. 51(4): 408-413 (2023)

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