Valuing Exotic Options and Estimating Model Risk. - Jay Cao; Jacky Chen; John Hull; Zissis Poulos (CoRR, 2021)

Deep Hedging of Derivatives Using Reinforcement Learning. - Jay Cao; Jacky Chen; John Hull; Zissis Poulos (CoRR, 2021)

Gamma and vega hedging using deep distributional reinforcement learning. - Jay Cao; Jacky Chen; Soroush Farghadani; John Hull; Zissis Poulos; Zeyu Wang; Jun Yuan (Frontiers Artif. Intell., 2023)