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SSRNDerivatives & Volatility

Hedging Barrier Options Using Reinforcement Learning

The research indicates that reinforcement learning can be an effective alternative to traditional hedging methods for barrier options, potentially reducing transaction costs due to fewer trades.

Featured in No. 15 on 14 Sep 2023 · 6 days after release · 5 citations today

Released
8 Sep 2023
First featured
No. 15 · 14 Sep 2023
Citations (Semantic Scholar)
5
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4566384

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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