Quant Letter: April 2025, Week-2
Weekly (86th Edition)
ArXiv
Finance
Enhanced Deep Hedging: A new deep hedging framework for index option portfolios, which includes surface-informed decisions and transaction costs, has been proposed and outperforms traditional methods in both simulated and historical data from 1996 to 2020. (2025-04-08, shares: 20)
DRL Algorithms for Option Hedging: A comparison of eight Deep …
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