Robust hedging GANs
<p>The availability of deep hedging has opened new horizons for solving hedging problems under a large variety of realistic market conditions. At the same time, any model - be it a traditional stochastic model or a market generator - is at best an approximation of market reality, prone to mode...
Main Authors: | Limmer, Y, Horvath, B |
---|---|
Format: | Internet publication |
Language: | English |
Published: |
ArXiv
2023
|
Similar Items
-
Robust pricing and hedging of double no-touch options
by: Cox, A, et al.
Published: (2009) -
Robust pricing and hedging of double no-touch options.
by: Cox, A, et al.
Published: (2009) -
Robust pricing and hedging beyond one marginal
by: Spoida, P
Published: (2014) -
Robust hedging of double touch barrier options
by: Cox, A, et al.
Published: (2008) -
Robust pricing–hedging dualities in continuous time
by: Hou, Z, et al.
Published: (2018)