Video: Geneviève Gauthier, "Enhancing deep hedging of options with implied volatility surface feedback information"

Video From 24w5257: Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics

Geneviève Gauthier, HEC Montreal

Thursday, November 14, 2024 13:31 - 14:03

Enhancing deep hedging of options with implied volatility surface feedback information

Geneviève Gauthier, Video: Enhancing deep hedging of options with implied volatility surface feedback information

Geneviève Gauthier, Enhancing deep hedging of options with implied volatility surface feedback information, Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics, BIRS, BIRS talk, 24w5257, math, mathematics, video

Banff International Research Station

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81M

http://www.birs.ca/events/2024/5-day-workshops/24w5257/videos

http://www.birs.ca/events/2024/5-day-workshops/24w5257/videos/watch/202411141331-Gauthier.html

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