Gamma and vega hedging using deep distributional reinforcement learning - researchr publication authors

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Jay Cao, Jacky Chen, Soroush Farghadani, John Hull, Zissis Poulos, Zeyu Wang, Jun Yuan. Gamma and vega hedging using deep distributional reinforcement learning. Frontiers Artif. Intell., 6, February 2023. [doi]

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