Deep Reinforcement Learning Algorithms for Option Hedging

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Deep Reinforcement Learning Algorithms for Option Hedging

7 April 2025

Frédéric Godin

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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 66 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 353 5,252 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 19,363 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 3,783 0 20 Nov 2015
Deep Reinforcement Learning with Double Q-learning H. V. Hasselt A. Guez David Silver OffRL 291 7,709 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