DeJesus, Julio
- Hedging American Put Options with Deep Reinforcement Learning
2024/05/10 by Pickard, Reilly, Wredenhagen, Finn, DeJesus, Julio +2 · 1 citation
#91G20 #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Risk Management (q-fin.RM)
- Hedging Beyond the Mean: A Distributional Reinforcement Learning Perspective for Hedging Portfolios with Structured Products
2024/07/15 by Añil Sharma, Sharma, Anil, Freeman Chen +7 · 1 citation
Business, Management and Accounting · #Corporate Finance and Governance