@article{deephedgingunderroughvolatility,
  title = {Deep Hedging under Rough Volatility},
  author = {Blanka Horvath and Josef Teichmann and Zan Zuric},
  year = {2021},
  eprint = {2102.01962},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2102.01962v1},
}