Search Results for author: Joocheol Kim

Found 1 papers, 1 papers with code

Neural Networks for Delta Hedging

1 code implementation19 Dec 2021 Guijin Son, Joocheol Kim

The Black-Scholes model, defined under the assumption of a perfect financial market, theoretically creates a flawless hedging strategy allowing the trader to evade risks in a portfolio of options.

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