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...
| Autores principales: | , |
|---|---|
| Formato: | Internet publication |
| Lenguaje: | English |
| Publicado: |
2023
|