<div class="csl-bib-body">
<div class="csl-entry">Rheinländer, T. (2024). Deep Hedging in Illiquid Markets. In <i>Bachelier Finance Society — 12th World Congress, Rio de Janeiro, Brazil, July 8th - July 12th, 2024</i> (pp. 81–81).</div>
</div>
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/211044
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dc.language.iso
en
-
dc.subject
Option pricing and hedging
en
dc.subject
Reinforcement learning for finance
en
dc.subject
FinTech
en
dc.subject
Deep hedging
en
dc.subject
illiquid markets
en
dc.title
Deep Hedging in Illiquid Markets
en
dc.type
Inproceedings
en
dc.type
Konferenzbeitrag
de
dc.description.startpage
81
-
dc.description.endpage
81
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dc.type.category
Abstract Book Contribution
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tuw.booktitle
Bachelier Finance Society — 12th World Congress, Rio de Janeiro, Brazil, July 8th - July 12th, 2024
-
tuw.researchTopic.id
A4
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.value
100
-
tuw.publication.orgunit
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
-
dc.description.numberOfPages
1
-
tuw.event.name
12th World Congress of the Bachelier Finance Society (2024)
en
tuw.event.startdate
08-07-2024
-
tuw.event.enddate
12-07-2024
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tuw.event.online
On Site
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tuw.event.type
Event for scientific audience
-
tuw.event.place
Rio de Janeiro
-
tuw.event.country
BR
-
tuw.event.presenter
Rheinländer, Thorsten
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wb.sciencebranch
Informatik
-
wb.sciencebranch
Wirtschaftswissenschaften
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
1020
-
wb.sciencebranch.oefos
5020
-
wb.sciencebranch.oefos
1010
-
wb.sciencebranch.value
10
-
wb.sciencebranch.value
20
-
wb.sciencebranch.value
70
-
item.languageiso639-1
en
-
item.openairetype
conference paper
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item.grantfulltext
none
-
item.fulltext
no Fulltext
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item.cerifentitytype
Publications
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item.openairecristype
http://purl.org/coar/resource_type/c_5794
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crisitem.author.dept
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
-
crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
