Robust Hedging Valuation Adjustment under Liquidity–Demand Stress

By Takayuki Sakuma

Published 2026-06-26

Everscope rating

1546.9

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Kullback-Leibler Robust Hedging Valuation Adjustment. Problem types: Risk Management, Portfolio Optimization, Optimization, Density Estimation.

arXiv:2606.26731 · Paper rankings

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