---
title: Efficient Deep Hedging: No-Transaction Band Network
url: https://www.ml-quant.com/papers/ssrn/4577236/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4577236
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4577236
featured: 2023-09-21
citations: unknown
topic: Derivatives & Volatility
---


# Efficient Deep Hedging: No-Transaction Band Network

No-Transaction Band Network: The research introduces a neural network model that allows quick and accurate assessment of optimal hedging strategies for a broad range of utilities and derivatives, including exotic ones.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4577236
- Identifier: SSRN 4577236
- Released: 2021-03-05
- First featured: Quant Letter No. 16 (2023-09-21): https://www.ml-quant.com/issues/2023-09-21/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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