arXiv Machine Learning By Xiaozhen Wang, Francois Buet-Golfouse

Climate-Dyna Deep Hedging for XVAs: Model-Based Reinforcement Learning, Residual Climate HVA, and Hedge-Instrument Discovery

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arXiv:2608. 01208v1 Announce Type: cross Abstract: For a trading desk, residual climate hedging valuation adjustment (HVA) is the climate cost left after its inherited hedge and any admissible overlay have been taken into account; it therefore cannot be inferred from a stand-alone stress loss.

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