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...

Mô tả đầy đủ

Chi tiết về thư mục
Những tác giả chính: Limmer, Y, Horvath, B
Định dạng: Internet publication
Ngôn ngữ:English
Được phát hành: 2023