Baranidharan Mohan

JP Morgan

London

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 11,559

SSRN RANKINGS

Top 11,559

in Total Papers Downloads

5,161

SSRN CITATIONS
Rank 46,071

SSRN RANKINGS

Top 46,071

in Total Papers Citations

9

CROSSREF CITATIONS

6

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

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: 02 Jan 2020
Hans Buehler, Lukas Gonon, Josef Teichmann, Ben Wood, Baranidharan Mohan and Jonathan Kochems
JP Morgan, Ludwig-Maximilians-Universität München, ETH Zurich, JP Morgan Chase, JP Morgan and JP Morgan
Downloads 5,161 (1,901)
Citation 19

Abstract:

Loading...

Reinforcement Learning, Imperfect Hedging, Derivatives Pricing, Derivatives Hedging, Deep Learning