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"CVA Hedging with Reinforcement Learning."

Roberto Daluiso et al. (2023)

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DOI: 10.1145/3604237.3626852

access: closed

type: Conference or Workshop Paper

metadata version: 2023-12-10

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  dblp key:
  - conf/icaif/DaluisoPTV23
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  - https://dblp.org/rec/conf/icaif/DaluisoPTV23
Roberto Daluiso, Marco Pinciroli, Michele Trapletti, Edoardo Vittori:
CVA Hedging with Reinforcement Learning. ICAIF 2023: 261-269

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