Dataset Groups Activity Stream Empirical Asset Paths for Option Hedging The dataset used in this study for testing DRL agents on empirical asset paths. BibTex: @dataset{Reilly_Pickard_and_Finn_Wredenhagen_and_Julio_DeJesus_and_Mario_Schlener_and_Yuri_Lawryshyn_2024, abstract = {The dataset used in this study for testing DRL agents on empirical asset paths.}, author = {Reilly Pickard and Finn Wredenhagen and Julio DeJesus and Mario Schlener and Yuri Lawryshyn}, doi = {10.57702/aqhpqzca}, institution = {No Organization}, keyword = {'Asset Prices', 'Empirical Data', 'Option Hedging'}, month = {dec}, publisher = {TIB}, title = {Empirical Asset Paths for Option Hedging}, url = {https://service.tib.eu/ldmservice/dataset/empirical-asset-paths-for-option-hedging}, year = {2024} }
