@article{deephedgingundernonconvexitylimitationsa,
  title = {Deep Hedging Under Non-Convexity: Limitations and a Case for AlphaZero},
  author = {Matteo Maggiolo and Giuseppe Nuti and Miroslav Štrupl and Oleg Szehr},
  year = {2025},
  eprint = {2510.01874},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2510.01874},
}