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Reinforcement Learning for Delta-Hedging in Illiquid Markets

Year: 2025

Type: article

Source: Doklady Mathematics

DOI: 10.1134/s1064562425700449

Authors: I. R. Dineev, P. P. Lukianchenko

Institution: National Research University Higher School of Economics

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7138904560

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Cites: 5

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