Kang Gao, Stephen Weston, Perukrishnen Vytelingum, Namid Stillman, Wayne Luk, Ce Guo. Deeper Hedging: A New Agent-based Model for Effective Deep Hedging. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 270-278, ACM, 2023. [doi]
Abstract is missing.