Work

Deep Quadratic Hedging

Year: 2024

Type: article

Source: Mathematics of Operations Research

DOI: 10.1287/moor.2023.0213

Authors: Alessandro Gnoatto, Silvia Lavagnini, Athena Picarelli

Institutions: University of Verona, BI Norwegian Business School

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4404590113

FWCI: 0.36

Cites: 53

Cited by: 1

Related to: 10