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

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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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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 194611222
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PubType: Academic Journal
PubTypeId: academicJournal
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  Data: Model-Free Deep Hedging with Transaction Costs and Light and Augmented Data Methods.
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Derivatives%22">Journal of Derivatives</searchLink>. Summer2026, Vol. 33 Issue 4, p27-53. 27p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=194611222
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.3905/jod.2026.004
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      – Code: eng
        Text: English
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        PageCount: 27
        StartPage: 27
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      – TitleFull: Model-Free Deep Hedging with Transaction Costs and Light and Augmented Data Methods.
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            NameFull: Brugière, Pierre
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            NameFull: Turinici, Gabriel
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            – D: 01
              M: 06
              Text: Summer2026
              Type: published
              Y: 2026
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              Value: 33
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            – TitleFull: Journal of Derivatives
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