量化前沿速递：CTA[20240519]

机器翻译，仅供参考！可使用微信自带翻译功能自行翻译更多文献获取请关注公众号：量化前沿速递获取文献链接/翻译/pdf请加入知识星球“量化前沿速递”文献汇总[1] Hedging American Put Options with Deep Reinforcement Learning用深度强化学习对冲美国看跌期权来源:ARXIV_20240514[2] On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures联合边际预期缺口及其相关贡献风险测度来源:ARXIV_20240514[3] No arbitrage conditions and pricing from discrete time to continuous time strategies无套利条件和从离散时间到连续时间策略的定价来源:ARXIV_20240514[4] Optimizing Deep Reinforcement Learning for American Put Option Hedging美式看跌期权套期保值的深度强化学习优化来源:ARXIV_20240515[5] Geometric BSDEs几何BSDE来源:ARXIV_20240516[1] Hedging American Put Options with Deep Reinforcement Learning标题:用深度强化学习对冲美国看跌期权作 ………………………………