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2405.01233
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Mathematics of Differential Machine Learning in Derivative Pricing and Hedging
2 May 2024
Pedro Duarte Gomes
Re-assign community
ArXiv
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Papers citing
"Mathematics of Differential Machine Learning in Derivative Pricing and Hedging"
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Title
Dynamic Hedging Strategies in Derivatives Markets with LLM-Driven Sentiment and News Analytics
Jie Yang
Yiqiu Tang
Yongjie Li
L. Zhang
H. Zhang
AIFin
30
0
0
05 Apr 2025
1