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1 Ergebnisse
1
Efficient Learning of Nested Deep Hedging using Multiple Op..:
, In:
2023 14th IIAI International Congress on Advanced Applied Informatics (IIAI-AAI)
,
Hirano, Masanori
;
Imajo, Kentaro
;
Minami, Kentaro
. - p. 514-521 , 2023
Link:
https://doi.org/10.1109/IIAI-AAI59060.2023.00104
RT T1 <cTitle>2023 14th IIAI International Congress on Advanced Applied Informatics (IIAI-AAI)</cTitle>: T1 <Title>Efficient Learning of Nested Deep Hedging using Multiple Options</Title> UL https://suche.suub.uni-bremen.de/peid=ieee-10371532&Exemplar=1&LAN=DE A1 Hirano, Masanori A1 Imajo, Kentaro A1 Minami, Kentaro A1 Shimada, Takuya YR 2023 K1 Training K1 Learning systems K1 Instruments K1 Friction K1 Pricing K1 Tail K1 Artificial neural networks K1 deep hedging K1 options K1 neural networks K1 financial market SP 514 OP 521 LK http://dx.doi.org/https://doi.org/10.1109/IIAI-AAI59060.2023.00104 DO https://doi.org/10.1109/IIAI-AAI59060.2023.00104 SF ELIB - SuUB Bremen
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