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

Xiaozhen Wang () and Francois Buet-Golfouse
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Xiaozhen Wang: CEREMADE - CEntre de REcherches en MAthématiques de la DEcision - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
Francois Buet-Golfouse: AIML Global Markets, Barclays

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Abstract: 15 pages, 2 figures, 1 table

Date: 2026-09-02
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