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"Deep Reinforcement Learning for Equal Risk Pricing and Hedging under ..."

Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-09-22

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2109-04001
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2109-04001
Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li:
Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures. CoRR abs/2109.04001 (2021)

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