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JP Morgan
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Reinforcement Learning, Imperfect Hedging, Derivatives Pricing, Derivatives Hedging, Deep Learning
Cash Dividends, Dividends, Volatility, Implied Volatility, Variance Swaps, PDE, Credit Risk, Hazard Rate, Black Scholes, Affine Dividends
Variance Swaps, Consistent Variance Curve, Hedging, Complete Market, Gamma Swaps, Fitted Heston
Options on Dividends, Stochastic Dividends, Dividend Yield, Dividend-Linked Derivatives
reinforcement learning, approximate dynamic programming, machine learning, market frictions, transaction costs, hedging, risk management, portfolio optimization
Finance theory, Black-Scholes, Hedging, Variance Swaps
Stochastic Implied Volatility, Deep Hedging, Minimal Entropy Martingale Measure, Statistical Arbitrage, Machine Learning, Deep Learning, Reinforcement Learning
volatility surface, generative modeling, generative adversarial networks, mathematical finance, time series, neural networks, options
Implied Volatility, Arbitrage-Free Fitting, Expensive Martingales, Large Step Monte-Carlo, Discrete Pricing
Variance Swaps, Stochastic Volatility, HJM, Term Structure Models, Markov, Heston, Mean-Reversion, Fitted Heston
market generator, signatures, rough path theory, neural networks
Equity Derivatives, Implied Dividends, Stochastic Dividends, Cash Dividends
Portfolio Optimization for Derivatives, Incomplete Market, Convex Risk Measure, Quadratic CVaR
Marginals, Martingale, Transition Probability, Balayage, Linear Programming, Discrete Pricing, Measures, Forward Started Options, European Options
Discrete Local Volatility, Discrete Martingale, Markov Margingale, Implied Volatility, Arbitrage-Free
Complete Market, Diffusion, Predictable Representation Property, Extremal Martingale, Second Fundamental Theorem of Asset Pricing, Replication, Delta-Hedging
Brownian Filtrations, Independent Increments, Equivalent Information
