Picture for Jay Cao

Jay Cao

Deep Hedging of Derivatives Using Reinforcement Learning

Add code
Mar 29, 2021
Viaarxiv icon

Valuing Exotic Options and Estimating Model Risk

Add code
Mar 22, 2021
Figure 1 for Valuing Exotic Options and Estimating Model Risk
Figure 2 for Valuing Exotic Options and Estimating Model Risk
Figure 3 for Valuing Exotic Options and Estimating Model Risk
Figure 4 for Valuing Exotic Options and Estimating Model Risk
Viaarxiv icon