Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management

By Travon Lucius, Christian (Chip) Koch Jr, Jacob Starling, Julia Zhu, Miguel Urena, Carrie Hu

Published 2025-11-01

Everscope rating

1461.7

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

5 / 5

About this paper

Methodology: Deep Hedging with Reinforcement Learning (Actor-Critic with GAE). Problem types: Reinforcement Learning, Risk Management, Portfolio Optimization, Optimization.

arXiv:2512.12420 · Code · Paper rankings

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