Jay Cao

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

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2023

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., February, 2023

2021

Deep Hedging of Derivatives Using Reinforcement Learning.

Jay Cao, Jacky Chen, John Hull, Zissis Poulos

CoRR, 2021

Valuing Exotic Options and Estimating Model Risk.

Jay Cao, Jacky Chen, John Hull, Zissis Poulos

CoRR, 2021