Efficient Deep Hedging: No-Transaction Band Network
No-Transaction Band Network: The research introduces a neural network model that allows quick and accurate assessment of optimal hedging strategies for a broad range of utilities and derivatives, including exotic ones.
Featured in No. 16 on 21 Sep 2023 ·
- Released
- 5 Mar 2021
- First featured
- No. 16 · 21 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4577236
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