Relationship between deep hedging and delta hedging: leveraging a statistical arbitrage strategy
The research examines the link between deep and delta hedging, suggesting a risk-minimizing strategy that combines both with statistical arbitrage, and discusses the effects of statistical arbitrages on deep hedging.
Featured in No. 26 on 15 Nov 2023 · 5 days after release · 0 citations today
- Released
- 10 Nov 2023
- First featured
- No. 26 · 15 Nov 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4628845
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