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Deep Reinforcement Learning for Equal Risk Pricing and Hedging under
  Dynamic Expectile Risk Measures

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
ArXivPDFHTML

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
Extreme Risk Mitigation in Reinforcement Learning using Extreme Value Theory
NS KarthikSomayaji
Yu Wang
M. Schram
Ján Drgoňa
M. Halappanavar
Frank Liu
Peng Li
19
0
0
24 Aug 2023
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement
  Learning
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
RLOP: RL Methods in Option Pricing from a Mathematical Perspective
Ziheng Chen
17
0
0
11 May 2022
Off-Policy Actor-Critic
Off-Policy Actor-Critic
T. Degris
Martha White
R. Sutton
OffRL
CML
163
220
0
22 May 2012
1