X Hedging: towards an eXplainable artificial intelligence option Hedging framework

Authors

Bjørn André Aaslundᵃ, Johannes Bergeᵃ, Ayoub Haidaᵇ, Ying Niᵇ, and Rita Pimentelᵃ

Affiliations

ᵃ Department of Industrial Economics and Technology Management, Faculty of Economics and Management, Norwegian University of Science and Technology, Alfred Getz vei 3, 7491 Trondheim, Norway.

ᵇ Division of Mathematics and Physics, Mälardalens University, Högskoleplan 1, 722 20 Västerås, Sweden.