Baranidharan Mohan

JP Morgan

London

United Kingdom

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Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning

Swiss Finance Institute Research Paper No. 19-80

Number of pages: 14 Posted: 30 May 2019 Last Revised: 08 Aug 2022

Hans Buehler, Lukas Gonon, Josef Teichmann, Ben Wood, Baranidharan Mohan and Jonathan Kochems

XTX Markets, Ludwig Maximilian University of Munich (LMU), ETH Zurich, JP Morgan Chase, JP Morgan and JP Morgan

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