Reinforcement Learning for Option Hedging: Static Implied-Volatility Fit versus Shortfall-Aware Performance

By Ziheng Chen, Minxuan Hu, Jiayu Yi, Wenxi Sun

Published 2026-01-05

Everscope rating

1465.3

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Adaptive QLBS and RLOP (Replication Learning of Option Pricing). Problem types: Reinforcement Learning, Risk Management, Portfolio Optimization, Optimization, Option Pricing.

arXiv:2601.01709 · Paper rankings

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