Jay Cao

According to our database1, Jay Cao authored at least 3 papers between 2021 and 2023.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of five.

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

On csauthors.net:

Bibliography

2023
Gamma and vega hedging using deep distributional reinforcement learning.
Frontiers Artif. Intell., February, 2023

2021
Deep Hedging of Derivatives Using Reinforcement Learning.
CoRR, 2021

Valuing Exotic Options and Estimating Model Risk.
CoRR, 2021


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