Alexandre Carbonneau

Alexandre Carbonneau

PhD student in financial mathematics

Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments

Published:

Recommended citation: Carbonneau, A. and Godin, F. (2021). Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments. arXiv preprint arXiv:2102.12694.

[Download paper here](https://arxiv.org/abs/2102.12694)