Record link: 
http://hdl.handle.net/20.500.12708/211044
-
Title: 
Deep Hedging in Illiquid Markets
en
Citation: 
Rheinländer, T. (2024). Deep Hedging in Illiquid Markets. In Bachelier Finance Society — 12th World Congress, Rio de Janeiro, Brazil, July 8th - July 12th, 2024 (pp. 81–81).
-
Publication Type: 
Inproceedings - Abstract Book Contribution
en
Language: 
English
-
Authors: 
Rheinländer, Thorsten 
-
Organisational Unit: 
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik 
-
Published in: 
Bachelier Finance Society — 12th World Congress, Rio de Janeiro, Brazil, July 8th - July 12th, 2024 
-
Date (published): 
2024
-
Event name: 
12th World Congress of the Bachelier Finance Society (2024) 
en
Event date: 
8-Jul-2024 - 12-Jul-2024
-
Event place: 
Rio de Janeiro, Brazil
-
Number of Pages: 
1
-
Keywords: 
Option pricing and hedging; Reinforcement learning for finance; FinTech; Deep hedging; illiquid markets
en
Research Areas: 
Mathematical Methods in Economics: 100%
-
Science Branch: 
1020 - Informatik: 10%
5020 - Wirtschaftswissenschaften: 20%
1010 - Mathematik: 70%
-
Appears in Collections:
Conference Paper

Show full item record

Page view(s)

33
checked on Feb 7, 2025

Download(s)

2
checked on Feb 7, 2025

Google ScholarTM

Check