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Hedging American Put Options with Deep Reinforcement Learning

Hedging American Put Options with Deep Reinforcement Learning

10 May 2024
Reilly Pickard
F. Wredenhagen
Julio DeJesus
Mario Schlener
Y. Lawryshyn
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Papers citing "Hedging American Put Options with Deep Reinforcement Learning"

3 / 3 papers shown
Title
Deep Hedging: Continuous Reinforcement Learning for Hedging of General
  Portfolios across Multiple Risk Aversions
Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions
Phillip Murray
Ben Wood
Hans Buehler
Magnus Wiese
Mikko S. Pakkanen
56
20
0
15 Jul 2022
Deep Hedging of Derivatives Using Reinforcement Learning
Deep Hedging of Derivatives Using Reinforcement Learning
Jay Cao
Jacky Chen
J. Hull
Zissis Poulos
41
74
0
29 Mar 2021
Continuous control with deep reinforcement learning
Continuous control with deep reinforcement learning
Timothy Lillicrap
Jonathan J. Hunt
Alexander Pritzel
N. Heess
Tom Erez
Yuval Tassa
David Silver
Daan Wierstra
193
13,174
0
09 Sep 2015
1