most citedDeep Policy Gradient Methods in Commodity Markets

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

1 paper · 1 filter

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…