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Deep Reinforcement Learning Algorithms for Option Hedging
7 April 2025
Andrei Neagu
Frédéric Godin
Leila Kosseim
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Papers citing
"Deep Reinforcement Learning Algorithms for Option Hedging"
8 / 8 papers shown
Title
Deep Hedging with Market Impact
Andrei Neagu
Frédéric Godin
Clarence Simard
Leila Kosseim
64
3
0
20 Feb 2024
Deep Hedging of Derivatives Using Reinforcement Learning
Jay Cao
Jacky Chen
J. Hull
Zissis Poulos
88
76
0
29 Mar 2021
Addressing Function Approximation Error in Actor-Critic Methods
Scott Fujimoto
H. V. Hoof
David Meger
OffRL
350
5,244
0
26 Feb 2018
QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds
I. Halperin
OffRL
68
84
0
13 Dec 2017
Proximal Policy Optimization Algorithms
John Schulman
Filip Wolski
Prafulla Dhariwal
Alec Radford
Oleg Klimov
OffRL
693
19,348
0
20 Jul 2017
Dueling Network Architectures for Deep Reinforcement Learning
Ziyun Wang
Tom Schaul
Matteo Hessel
H. V. Hasselt
Marc Lanctot
Nando de Freitas
OffRL
115
3,780
0
20 Nov 2015
Deep Reinforcement Learning with Double Q-learning
H. V. Hasselt
A. Guez
David Silver
OffRL
288
7,702
0
22 Sep 2015
Playing Atari with Deep Reinforcement Learning
Volodymyr Mnih
Koray Kavukcuoglu
David Silver
Alex Graves
Ioannis Antonoglou
Daan Wierstra
Martin Riedmiller
144
12,298
0
19 Dec 2013
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