105 St George Street
Toronto, Ontario M5S 3G8
Canada
University of Toronto
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options, implied volatility movements, neural networks, deep learning
Exotic options, volatility surfaces, neural networks
Exotic option, hedging, reinforcement learning
Implied volatility surfaces, variational autoencoders, long short-term memory
derivatives trading, hedging, gamma, vega, reinforcement learning
Deep hedging, derivatives, reinforcement learning