Deep kernel hedging R8417G6ABM
| URI | m2://res/R8417G6ABM |
|---|---|
| Kind | preprint |
| Creators | Jean-Loup Dupret, Donatien Hainaut, Edouard Motte |
| Date | 2026-09-28 |
| Subjects | arxiv cs.LG, arxiv math.FA, arxiv q-fin.CP, arxiv q-fin.RM |
| Scope | border |
Expressions
e1: version, preprint
| Date | 2026-09-28 |
|---|---|
| Ids | arXiv 2609.34474 |
Items in this resource
The mentions of the inventory that name this resource. Each name links to the card of its inventory row.
| Item | Kind | Where | Source |
|---|---|---|---|
| Existence for CVaR hedging | statement | proposition 3.2 | arxiv |
| 1NPWTXCPMQ | statement | lemma 3.2 | arxiv |
| Self-financing property | definition | definition 3.1 | arxiv |
| Primal formulation | statement | lemma 3.3 | arxiv |
| Convergence of the RFF hedging problem | statement | theorem 3.4 | arxiv |
| 6A5TC1DM5N | definition | definition 6.1 | arxiv |
| Bochner | statement | theorem 3.3 | arxiv |
| Representer theorem for the inner problem | statement | theorem 3.1 | arxiv |
| Uniform approximation | statement | proposition 3.1 | arxiv |
| Existence and uniqueness for the inner problem | statement | lemma 3.1 | arxiv |
| Existence of an optimal deep kernel hedge | statement | theorem 3.2 | arxiv |
| Reproducing Kernel Hilbert Space | definition | definition 2.1 | arxiv |
Catalogue records
- arxiv: 2609.34474 (work)