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. |
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| 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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