Deep Hedging of Derivatives Using Reinforcement Learning
Jay Cao, Jacky Chen, John Hull and Zissis Poulos
The Journal of Financial Data Science Winter 2021, jfds.2020.1.052; DOI: https://doi.org/10.3905/jfds.2020.1.052
Jay Cao
is a senior research associate at the Joseph L. Rotman School of Management in Toronto, ON, Canada
Jacky Chen
is a research associate at the Joseph L. Rotman School of Management and an associate portfolio manager at OPTrust in Toronto, ON, Canada
John Hull
is a professor at the Joseph L. Rotman School of Management in Toronto, ON, Canada
Zissis Poulos
is a postdoctoral fellow at the Joseph L. Rotman School of Management in Toronto, ON, Canada
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In this issue
The Journal of Financial Data Science
Vol. 4, Issue 3
Summer 2022
Deep Hedging of Derivatives Using Reinforcement Learning
Jay Cao, Jacky Chen, John Hull, Zissis Poulos
The Journal of Financial Data Science Dec 2020, jfds.2020.1.052; DOI: 10.3905/jfds.2020.1.052