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Deep hedging
Journal article

Deep hedging

  • Buehler, H. J.P. Morgan, London, UK
  • Gonon, L. Eidgenössische Technische Hochschule Zürich, Zürich, Switzerland
  • Teichmann, J. Eidgenössische Technische Hochschule Zürich, Zürich, Switzerland
  • Wood, B. J.P. Morgan, London, UK
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  • 2019-2-21
Published in:
  • Quantitative Finance. - Informa UK Limited. - 2019, vol. 19, no. 8, p. 1271-1291
General Economics, Econometrics and Finance
Finance
Language
  • English
Open access status
closed
Identifiers
Persistent URL
https://folia.unifr.ch/global/documents/160548
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