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Mikko S. Pakkanen

Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions

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Jul 15, 2022
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Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures

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Nov 18, 2021
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Deep Hedging: Learning Risk-Neutral Implied Volatility Dynamics

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Mar 23, 2021
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