[HTML][HTML] Deep Reinforcement Learning for Dynamic Stock Option Hedging: A Review
R Pickard, Y Lawryshyn - Mathematics, 2023 - mdpi.com
This paper reviews 17 studies addressing dynamic option hedging in frictional markets
through Deep Reinforcement Learning (DRL). Specifically, this work analyzes the DRL …
through Deep Reinforcement Learning (DRL). Specifically, this work analyzes the DRL …
Option Pricing via Reinforcement Learning: Extensions and Further Insights on the QLBS Model
AU Özsoy - 2023 - open.metu.edu.tr
In our study, we make use of reinforcement learning by considering European options
written on the exchange rates. For this purpose, we represent and later reformulate an …
written on the exchange rates. For this purpose, we represent and later reformulate an …