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Ruxin Deng

1 paper hereh-index 215 citations5 works total

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  • last author1

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  • q-fin.ST1

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collaborators

1 paper

q-fin.ST2022

Inflexible Multi-Asset Hedging of incomplete market

Ruochen Xiao, Qiaochu Feng, Ruxin Deng

Models trained under assumptions in the complete market usually don't take effect in the incomplete market. This paper solves the hedging problem in incomplete market with three so…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.