A review on derivative hedging using reinforcement learning
Hedging is a common trading activity to manage the risk of engaging in transactions that involve derivatives such as options. Perfect and timely hedging, however, is an impossible task in the real market that characterizes discrete-time transactions with costs. Recent years have witnessed reinforcem...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2023
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| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/7195 https://ink.library.smu.edu.sg/context/lkcsb_research/article/8194/viewcontent/jfds.2023.1.124.full_pv.pdf |
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| Institution: | Singapore Management University |
| Language: | English |