On the public citation graph

Reinforcement Learning and Deep Stochastic Optimal Control for Final Quadratic Hedging

https://doi.org/10.2139/ssrn.4645455
0 signed · 26 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/wilm.10763openalex-extracted
Bartlett's Delta in the SABR Model
inferredcites →https://doi.org/10.1007/978-3-540-89500-8openalex-extracted
Continuous-time Stochastic Control and Optimization with Financial Applications
inferredcites →https://doi.org/10.1007/s40304-017-0117-6openalex-extracted
Deep Learning-Based Numerical Methods for High-Dimensional Parabolic Partial Differential Equations and Backward Stochastic Differential Equations
inferredcites →https://doi.org/10.1007/s42521-022-00074-6openalex-extracted
Deep stochastic optimization in finance
inferredcites →https://doi.org/10.1080/14697688.2019.1571683openalex-extracted
Deep hedging
inferredcites →https://doi.org/10.1080/14697688.2021.1881149openalex-extracted
Deep learning-based least squares forward-backward stochastic differential equation solver for high-dimensional derivative pricing
inferredcites →https://doi.org/10.1080/14697688.2022.2135456openalex-extracted
Reinforcement Learning and Stochastic Optimization: A Unified Framework for Sequential Decisions
inferredcites →https://doi.org/10.1088/1361-6544/ac337fopenalex-extracted
Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning
inferredcites →https://doi.org/10.21314/jcf.2021.016openalex-extracted
Pricing barrier options with deep backward stochastic differential equation methods
inferredcites →https://doi.org/10.2139/ssrn.2812140openalex-extracted
Model Calibration with Neural Networks
inferredcites →https://doi.org/10.2139/ssrn.3381794openalex-extracted
Deep Learning-Based Least Square Forward-Backward Stochastic Differential Equation Solver for High-Dimensional Derivative Pricing
inferredcites →https://doi.org/10.2139/ssrn.3494359openalex-extracted
Introduction to Solving Quant Finance Problems with Time-Stepped FBSDE and Deep Learning
inferredcites →https://doi.org/10.2139/ssrn.3607626openalex-extracted
Pricing Barrier Options with DeepBSDEs
inferredcites →https://doi.org/10.2139/ssrn.3782412openalex-extracted
Black-Box Model Risk in Finance
inferredcites →https://doi.org/10.2139/ssrn.3971071openalex-extracted
Recent Advances in Reinforcement Learning in Finance
inferredcites →https://doi.org/10.2139/ssrn.4358439openalex-extracted
Parametric Differential Machine Learning for Pricing and Calibration
inferredcites →https://doi.org/10.2139/ssrn.4360692openalex-extracted
A Comparison of Reinforcement Learning and Deep Trajectory Based Stochastic Control Agents for Stepwise Mean-Variance Hedging
inferredcites →https://doi.org/10.2307/3213832openalex-extracted
The variance of discounted Markov decision processes
inferredcites →https://doi.org/10.3390/risks11010007openalex-extracted
Deep Generators on Commodity Markets Application to Deep Hedging
inferredcites →https://doi.org/10.3390/risks11030061openalex-extracted
Backward Deep BSDE Methods and Applications to Nonlinear Problems
inferredcites →https://doi.org/10.3905/jfds.2019.1.1.159openalex-extracted
Dynamic Replication and Hedging: A Reinforcement Learning Approach
inferredcites →https://doi.org/10.3905/jfds.2020.1.052openalex-extracted
Deep Hedging of Derivatives Using Reinforcement Learning
inferredcites →https://doi.org/10.3905/jod.2020.1.108openalex-extracted
QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds
inferredcites →https://doi.org/10.48550/arxiv.1611.07422openalex-extracted
Deep Learning Approximation for Stochastic Control Problems
inferredcites →https://doi.org/10.48550/arxiv.2006.07635openalex-extracted
inferredcites →https://doi.org/10.48550/arxiv.2207.13573openalex-extracted
Bartlett's Delta revisited: Variance-optimal hedging in the lognormal SABR and in the rough Bergomi model
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.