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Model-Free Deep Hedging with Transaction Costs and Light and Augmented Data Methods.

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Bibliographic Details
Title: Model-Free Deep Hedging with Transaction Costs and Light and Augmented Data Methods.
Authors: Brugière, Pierre1 (AUTHOR) brugiere@ceremade.dauphine.fr, Turinici, Gabriel2 (AUTHOR) turinici@ceremade.dauphine.fr
Source: Journal of Derivatives. Summer2026, Vol. 33 Issue 4, p27-53. 27p.
Database: Business Source Ultimate
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Description
ISSN:10741240
DOI:10.3905/jod.2026.004