Optimizing Deep Reinforcement Learning for American Put Option Hedging

By Reilly Pickard, F. Wredenhagen, Y. Lawryshyn

Published 2023-11-20

Everscope rating

1621.1

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Deep Reinforcement Learning. Problem types: Reinforcement Learning, Option Hedging, Risk Management.

arXiv:2405.08602 · Paper rankings

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