Neural networks for option pricing and hedging: a literature review
Deep hedging of long-term financial derivatives
A Carbonneau - Insurance: Mathematics and Economics, 2021 - Elsevier
This study presents a deep reinforcement learning approach for global hedging of long-term
financial derivatives. A similar setup as in Coleman et al.(2007) is considered with the risk …
financial derivatives. A similar setup as in Coleman et al.(2007) is considered with the risk …
The evolution of reinforcement learning in quantitative finance
Reinforcement Learning (RL) has experienced significant advancement over the past
decade, prompting a growing interest in applications within finance. This survey critically …
decade, prompting a growing interest in applications within finance. This survey critically …