Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures

9 September 2021

Papers citing "Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures"

3 / 3 papers shown

Title
Extreme Risk Mitigation in Reinforcement Learning using Extreme Value Theory NS KarthikSomayaji Yu Wang M. Schram Ján Drgoňa M. Halappanavar Frank Liu Peng Li 123 2 0 24 Aug 2023
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning Anthony Coache S. Jaimungal Á. Cartea 180 14 0 29 Jun 2022
RLOP: RL Methods in Option Pricing from a Mathematical Perspective Ziheng Chen 57 0 0 11 May 2022