Deep Hedging under Rough Volatility.

Blanka Horvath Josef Teichmann Zan Zuric

Published in: CoRR (2021)

Keyphrases

financial markets
exchange rate
stock price
rough sets
stock market
option pricing
portfolio selection
garch model
data sets
transaction costs
regression model
early warning
deep learning
long term
financial time series
rough fuzzy
stock returns
long run
information retrieval
databases
database