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2405.06774
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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
Phillip Murray
Ben Wood
Hans Buehler
Magnus Wiese
Mikko S. Pakkanen
56
20
0
15 Jul 2022
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
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