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20182025
most citedDeep Hedging of Derivatives Using Reinforcement Learning

60 citations · 101 across the 8 of their papers we have counts for

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q-fin.MF2025

Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options

Srisht Fateh Singh, Reina Ke Xin Li, Samuel Gaskin +5

This paper mathematically models a constant-function automated market maker (CFAMM) position as a portfolio of exotic options, known as perpetual American continuous-installment (C…