Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information.
Pascal FrançoisGeneviève GauthierFrédéric GodinCarlos Octavio Pérez MendozaPublished in: CoRR (2024)
Keyphrases
- feedback information
- option pricing
- stock price
- exchange rate
- financial markets
- relevance feedback
- stock market
- non stationary
- payoff functions
- user feedback
- three dimensional
- chinese stock market
- d objects
- financial time series
- historical data
- surface reconstruction
- stock exchange
- financial crisis
- news articles
- stock index futures
- short term
- convertible bonds