John Hull

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 4

Top Topics

Temporal Difference

Reinforcement Learning

Top Venues

Frontiers Artif. Intell.

Publications

Jay Cao, Jacky Chen, Soroush Farghadani, John Hull, Zissis Poulos, Zeyu Wang, Jun Yuan
Gamma and vega hedging using deep distributional reinforcement learning. Frontiers Artif. Intell. 6 (2023)
Jay Cao, Jacky Chen, Soroush Farghadani, John Hull, Zissis Poulos, Zeyu Wang, Jun Yuan
Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning. CoRR (2022)
Jay Cao, Jacky Chen, John Hull, Zissis Poulos
Deep Hedging of Derivatives Using Reinforcement Learning. CoRR (2021)
Jay Cao, Jacky Chen, John Hull, Zissis Poulos
Valuing Exotic Options and Estimating Model Risk. CoRR (2021)