Deep kernel hedging
cs.LG, math.FA, q-fin.CP, q-fin.RM
Submitted: 2026-09-28
Updated: 2026-10-14
Sources
- Hedging with memory: shallow and deep learning with signatures
- Signature approach for pricing and hedging path-dependent options with frictions
- Rough kernel hedging
- Kernel Learning for Mean-Variance Trading Strategies
- Deep Kernel Learning via Random Fourier Features
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