"Hedging American Put Options with Deep Reinforcement Learning."

Reilly Pickard et al. (2024)

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DOI: 10.48550/ARXIV.2405.06774

access: open

type: Informal or Other Publication

metadata version: 2024-06-24

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  - journals/corr/abs-2405-06774
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  - https://dblp.org/rec/journals/corr/abs-2405-06774
Reilly Pickard, Finn Wredenhagen, Julio DeJesus, Mario Schlener, Yuri A. Lawryshyn:
Hedging American Put Options with Deep Reinforcement Learning. CoRR abs/2405.06774 (2024)

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