Gamma and vega hedging using deep distributional reinforcement learning

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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.