Hedging American Put Options with Deep Reinforcement Learning. - Reilly Pickard; Finn Wredenhagen; Julio DeJesus; Mario Schlener; Yuri A. Lawryshyn (CoRR, 2024)

Optimizing Deep Reinforcement Learning for American Put Option Hedging. - Reilly Pickard; Finn Wredenhagen; Yuri A. Lawryshyn (CoRR, 2024)