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...
| Hlavní autoři: | , |
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| Médium: | Internet publication |
| Jazyk: | English |
| Vydáno: |
2023
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