Zheng Gong, Carmine Ventre, John G. O'Hara. The efficient hedging frontier with deep neural networks. In Anisoara Calinescu, Lukasz Szpruch, editors, ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021. ACM, 2021. [doi]
Abstract is missing.