Constrained deep learning for pricing and hedging European options in incomplete markets

By Nicolas Baradel

Published 2025-11-27

Everscope rating

1672.6

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Constrained Deep Learning for Option Pricing and Hedging. Problem types: Optimization, Risk Management, Portfolio Optimization, Regression.

arXiv:2511.20837 · Paper rankings

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