Journal article
Deep hedging
- Buehler, H. J.P. Morgan, London, UK
- Gonon, L. Eidgenössische Technische Hochschule Zürich, Zürich, Switzerland
- Teichmann, J. Eidgenössische Technische Hochschule Zürich, Zürich, Switzerland
- Wood, B. J.P. Morgan, London, UK
- 2019-2-21
Published in:
- Quantitative Finance. - Informa UK Limited. - 2019, vol. 19, no. 8, p. 1271-1291
- Language
-
- English
- Open access status
- closed
- Identifiers
-
- DOI 10.1080/14697688.2019.1571683
- ISSN 1469-7688
- Persistent URL
- https://sonar.ch/global/documents/160548
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