Deep learning algorithms for hedging with frictions
Crossref DOI link: https://doi.org/10.1007/s42521-023-00075-z
Published Online: 2023-03-08
Published Print: 2023-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Shi, Xiaofei http://orcid.org/0000-0003-2549-613X
Xu, Daran
Zhang, Zhanhao
Text and Data Mining valid from 2023-03-01
Version of Record valid from 2023-03-01
Article History
Received: 23 April 2022
Accepted: 6 February 2023
First Online: 8 March 2023