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Cao, Jay

  1. Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning
    2022/05/10 by Jay Cao, Cao, Jay, Jacky Chen +11 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #Computational Engineering #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Finance #Financial Markets and Investment Strategies #Market Dynamics and Volatility #Stock Market Forecasting Methods #and Science (cs.CE)