Alessio Brini, Giacomo Domeniconi, Ali Fathi. Data-driven Derivative Hedging with Quadratic Variation Penalty. In Proceedings of the 5th ACM International Conference on AI in Finance, ICAIF 2024, Brooklyn, NY, USA, November 14-17, 2024. pages 478-486, ACM, 2024. [doi]
Abstract is missing.