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Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures

Research article (Quantitative Finance, 2023) · cited 13× · AI/ML
academia openalex:W4386446647
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Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures

Summary

Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures is a scholarly article[1].

Key Facts

  • Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures's instance of is recorded as scholarly article[2].

References

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Direct Wikidata claims

  1. [2] ↑ . wikidata.org.

Class ancestry

  1. [1] ↑ . Wikidata. wikidata.org.

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APA 4ort.xyz Knowledge Graph. (2026). Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures. Retrieved May 24, 2026, from https://4ort.xyz/entity/deep-reinforcement-learning-for-option-pricing-and-hedging-under-dynamic-expectile-risk-measures
MLA “Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/deep-reinforcement-learning-for-option-pricing-and-hedging-under-dynamic-expectile-risk-measures.
BibTeX @misc{4ortxyz_deep-reinforcement-learning-for-option-pricing-and-hedging-under-dynamic-expectile-risk-measures_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures}}, year = {2026}, url = {https://4ort.xyz/entity/deep-reinforcement-learning-for-option-pricing-and-hedging-under-dynamic-expectile-risk-measures}, note = {Accessed: 2026-05-24}}
LLM prompt According to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures — https://4ort.xyz/entity/deep-reinforcement-learning-for-option-pricing-and-hedging-under-dynamic-expectile-risk-measures (retrieved 2026-05-24)

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