Essays about: "deep hedging"
Found 2 essays containing the words deep hedging.
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik
Abstract : The computational speedup of computers has been one of the de ning characteristicsof the 21st century. This has enabled very complex numerical methods for solving existingproblems. As a result, one area that has seen an extraordinary rise in popularity over the lastdecade is what is called deep learning. READ MORE
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Abstract : We test hedging performance of five different hedging techniques of the OMX Stockholm 30 (OMXS30) call options. Four of the hedging techniques applied are based on the Black-Scholes-Merton (BSM) model and the fifth is a regression-based model that adjusts the original BSM Greeks. READ MORE