Masanori Hirano 0001, Kentaro Minami, Kentaro Imajo. Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 19-26, ACM, 2023. [doi]
Abstract is missing.