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Presented by: 
Hans Buehler (JP Morgan)
Tuesday, March 16, 2021 - 15:35 to 16:00
INI Seminar Room 1

Given a market simulator of an option market without static arbitrage (previous talk), we show how deep hedging can be used to construct a risk-neutral density. We expand on use cases and generalise into the case with trading cost and trading restrictions.