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Yu Fu
affiliation not provided to SSRN
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Scholarly Papers (1)
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1.
Hedging Barrier Options Using Reinforcement Learning
Number of pages: 18
Posted: 09 Sep 2023
Jacky Chen
, Yu Fu,
John C. Hull
,
Zissis Poulos
,
Zeyu Wang
and
Jun Yuan
University of Toronto,
affiliation not provided to SSRN
, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management and University of Toronto
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Abstract:
Exotic option, hedging, reinforcement learning
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