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"Deeper Hedging: A New Agent-based Model for Effective Deep Hedging."
Kang Gao et al. (2023)
- Kang Gao
, Stephen Weston
, Perukrishnen Vytelingum
, Namid R. Stillman
, Wayne Luk
, Ce Guo
:
Deeper Hedging: A New Agent-based Model for Effective Deep Hedging. ICAIF 2023: 270-278
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