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Deep Hedging with Market Impact
20 February 2024
Andrei Neagu
Frédéric Godin
Clarence Simard
Leila Kosseim
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Papers citing
"Deep Hedging with Market Impact"
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Title
Deep Reinforcement Learning Algorithms for Option Hedging
Andrei Neagu
Frédéric Godin
Leila Kosseim
94
0
0
07 Apr 2025
1
