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Optimal Option Hedging with Policy Gradient

Bo Xiao, Wuguannan Yao, Xiang Zhou. Optimal Option Hedging with Policy Gradient. In 2021 International Conference on Data Mining, ICDM 2021 - Workshops, Auckland, New Zealand, December 7-10, 2021. pages 1112-1119, IEEE, 2021. [doi]

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