Robust Risk-Aware Option Hedging

27 March 2023

Papers citing "Robust Risk-Aware Option Hedging"

3 / 3 papers shown

Title
Robust Reinforcement Learning with Dynamic Distortion Risk Measures Anthony Coache S. Jaimungal 54 1 0 16 Sep 2024
Robust Risk-Aware Reinforcement Learning S. Jaimungal Silvana M. Pesenti Ye Wang Hariom Tatsat 55 33 0 23 Aug 2021
Deep Hedging of Derivatives Using Reinforcement Learning Jay Cao Jacky Chen J. Hull Zissis Poulos 41 74 0 29 Mar 2021