A Reinforcement Learning Algorithm For Option Hedging
The study introduces a Reinforcement Learning-based algorithm for hedging European call option payoffs, proving its effectiveness against the standard delta hedging strategy.
Featured in No. 80 on 1 Jan 2025 · 15 days after release · 0 citations today
- Released
- 17 Dec 2024
- First featured
- No. 80 · 1 Jan 2025
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 9
- Identifier
- SSRN 5061664
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