1 citations · 1 across the 2 of their papers we have counts for
3 papers
q-fin.MF2026
Restricted Entropic and Quadratic Hedging in the Small-Risk-Aversion Limit
Jonas Hanetho
In incomplete markets, contingent claims cannot in general be replicated exactly, and hedging must therefore be formulated as an optimization problem over admissible trading strate…
q-fin.TR2023
Commodities Trading through Deep Policy Gradient Methods
Jonas Hanetho
Algorithmic trading has gained attention due to its potential for generating superior returns. This paper investigates the effectiveness of deep reinforcement learning (DRL) method…
q-fin.TR2023★ 1 cited
Deep Policy Gradient Methods in Commodity Markets
Jonas Hanetho
The energy transition has increased the reliance on intermittent energy sources, destabilizing energy markets and causing unprecedented volatility, culminating in the global energy…