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News/Deep kernel hedging
arxiv
PublishedOctober 15, 2026 at 4:00 AM

Deep kernel hedging

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arXiv:2609.34474v2 Announce Type: replace Abstract: We introduce a deep kernel hedging framework that combines the flexibility of deep learning with the structural inductive bias of kernel methods. The hedging functional is restricted to a reproducing kernel Hilbert space whose kernel is parameteriz

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