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2109.04001
Cited By
Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures
9 September 2021
S. Marzban
Erick Delage
Jonathan Yu-Meng Li
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ArXiv
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Papers citing
"Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures"
4 / 4 papers shown
Title
Extreme Risk Mitigation in Reinforcement Learning using Extreme Value Theory
NS KarthikSomayaji
Yu Wang
M. Schram
Ján Drgoňa
M. Halappanavar
Frank Liu
Peng Li
17
0
0
24 Aug 2023
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning
Anthony Coache
S. Jaimungal
Á. Cartea
28
13
0
29 Jun 2022
RLOP: RL Methods in Option Pricing from a Mathematical Perspective
Ziheng Chen
17
0
0
11 May 2022
Off-Policy Actor-Critic
T. Degris
Martha White
R. Sutton
OffRL
CML
163
220
0
22 May 2012
1