JSAI Technical Report, Type 2 SIG
Online ISSN : 2436-5556
Relationship between deep hedging and delta hedging: utilization of statistical arbitrage strategy
Hiroaki HORIKAWA, Kei Nakagawa,
Author information
RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

2023 Volume 2023 Issue FIN-031 Pages 102-109

Details
Download PDF (517K)
Download citation RIS

(compatible with EndNote, Reference Manager, ProCite, RefWorks)

BIB TEX

(compatible with BibDesk, LaTeX)

Text
How to download citation
Contact us
Abstract
[in Japanese]
Content from these authors
© 2023 Authors
Previous article Next article
Favorites & Alerts

Recently viewed articles
Announcements from publisher
  • All articles of this site can be accessed without authentication. The copyright of each article is owned by the authors in principle.
Related journals
Journal of the Japanese Society for Artificial Intelligence
Transactions of the Japanese Society for Artificial Intelligence
Proceedings of the Annual Conference of JSAI
SIG-SLUD Technical report
SIG-KBS Technical report
SIG-FPAI Technical report
SIG-ALST Technical report
Share this page
feedback
 Top