---
title: A Reinforcement Learning Algorithm For Option Hedging
url: https://www.ml-quant.com/papers/ssrn/5061664/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5061664
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5061664
featured: 2025-01-01
citations: 0
topic: Derivatives & Volatility
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5061664
- Identifier: SSRN 5061664
- Released: 2024-12-17
- First featured: Quant Letter No. 80 (2025-01-01): https://www.ml-quant.com/issues/2025-01-01/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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