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...
| Автори: | , |
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| Формат: | Internet publication |
| Мова: | English |
| Опубліковано: |
2023
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