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CVA Hedging with Reinforcement Learning

Roberto Daluiso, Marco Pinciroli, Michele Trapletti, Edoardo Vittori. CVA Hedging with Reinforcement Learning. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 261-269, ACM, 2023. [doi]

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