Work

Pricing and hedging financial derivatives with reinforcement learning methods

Year: 2021

Type: dissertation

Source: Spectrum Research Repository (Concordia University)

Author: Carbonneau, Alexandre

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7042649807

Cites:

Cited by: 1

Related to: 10