Experimental Analysis of Deep Hedging Using Artificial Market Simulations for Underlying Asset Simulators

By Masanori Hirano

Published 2024-04-15

Everscope rating

1477

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Artificial Market Simulation for Deep Hedging. Problem types: Option Pricing, Hedging.

arXiv:2404.09462 · Paper rankings

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