1 citations · 1 across the 3 of their papers we have counts for
Showing q-fin.CPShow all
2 papers · 1 filter
q-fin.CP2025
Deep Reinforcement Learning Algorithms for Option Hedging
Andrei Neagu, Frédéric Godin, Leila Kosseim
Dynamic hedging is a financial strategy that consists in periodically transacting one or multiple financial assets to offset the risk associated with a correlated liability. Deep R…
q-fin.CP2024★ 1 cited
Deep Hedging with Market Impact
Andrei Neagu, Frédéric Godin, Clarence Simard +1
Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be fra…