Optimal Hedge With Monte-Carlo

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From the course by New York University Tandon School of Engineering
Reinforcement Learning in Finance
25 ratings
New York University Tandon School of Engineering
25 ratings
Course 3 of 4 in the Specialization Machine Learning and Reinforcement Learning in Finance
From the lesson
MDP model for option pricing: Dynamic Programming Approach

Meet the Instructors

  • Igor Halperin
    Igor Halperin

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