Yang, D., & An, B. (2024). Reinforcement learning for option pricing and hedging, a practical edge over black-scholes-merton model. Nanyang Technological University.
Chicago Style CitationYang, Daniel, and Bo An. Reinforcement Learning for Option Pricing and Hedging, a Practical Edge Over Black-scholes-merton Model. Nanyang Technological University, 2024.
MLA CitationYang, Daniel, and Bo An. Reinforcement Learning for Option Pricing and Hedging, a Practical Edge Over Black-scholes-merton Model. Nanyang Technological University, 2024.
Warning: These citations may not always be 100% accurate.