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q-fin.CP2025
Towards a fast and robust deep hedging approach
Fabienne Schmid, Daniel Oeltz
We present a robust Deep Hedging framework for the pricing and hedging of option portfolios that significantly improves training efficiency and model robustness. In particular, we…
q-fin.CP2025
Deep Hedging of Green PPAs in Electricity Markets
Richard Biegler-König, Daniel Oeltz
In power markets, Green Power Purchase Agreements have become an important contractual tool of the energy transition from fossil fuels to renewable sources such as wind or solar ra…