Deep Hedging

The dataset used in the paper is a hedging portfolio problem, where the goal is to replicate a target portfolio using a neural network.

Data and Resources

Cite this as

H. Buehler, L. Gonon, J. Teichmann, B. Wood (2025). Dataset: Deep Hedging. https://doi.org/10.57702/3rhf6tmr

DOI retrieved: January 3, 2025

Additional Info

Field Value
Created January 3, 2025
Last update January 3, 2025
Defined In https://doi.org/10.48550/arXiv.2212.12018
Author H. Buehler
More Authors
L. Gonon
J. Teichmann
B. Wood