Deep hedging in the spirit of H. Buehler, L. Gonon, J. Teichmann & B. Wood (2019) Deep hedging, Quantitative Finance, 19:8, 1271-1291, implemented in Owl.
Run with dune exec src/main.exe.
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Deep hedging in the spirit of H. Buehler, L. Gonon, J. Teichmann & B. Wood (2019) Deep hedging, Quantitative Finance, 19:8, 1271-1291, implemented in Owl.
Run with dune exec src/main.exe.