Hedging American Put Options with Deep Reinforcement Learning

Lecture notes in computer science 2026 Open access

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Authors: Reilly Pickard, Finn Wredenhagen, Julio DeJesus, Yuri Lawryshyn

DOI: 10.1007/978-3-032-21477-5_5

Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications Capital Investment and Risk Analysis Economic Policies and Impacts