![](/img/cover-not-exists.png)
Sample average approximation of CVaR-based hedging problem with a deep-learning solution
Peng, Cheng, Li, Shuang, Zhao, Yanlong, Bao, YingJournal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2020.101325
Date:
November, 2020
File:
PDF, 1.07 MB
2020