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Analysis of Hedging Strategies for Multiple Options in the BTC Market Using Deep Smoothing and Deep Hedging

Transactions of The Japanese Society for Artificial Intelligence Pub Date : 2024-07-01 DOI:10.1527/tjsai.39-4_fin23-h
Masaki Fujiwara, Tomoki Nakakomi, Kaisei Kako, Hiroaki Horikawa, Kei Nakagawa
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利用深度平滑和深度套期保值分析 BTC 市场多种期权的套期保值策略
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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Transactions of The Japanese Society for Artificial Intelligence
Transactions of The Japanese Society for Artificial Intelligence Computer Science-Artificial Intelligence
CiteScore
0.40
自引率
0.00%
发文量
36
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