Dataset Groups Activity Stream Hedging American Put Options with Deep Reinforcement Learning The dataset used in this study for training and testing DRL agents to hedge American put options. 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 training and testing DRL agents to hedge American put options.}, author = {Reilly Pickard and Finn Wredenhagen and Julio DeJesus and Mario Schlener and Yuri Lawryshyn}, doi = {10.57702/uuz6halg}, institution = {No Organization}, keyword = {'American Put Options', 'Deep Reinforcement Learning', 'Option Hedging'}, month = {dec}, publisher = {TIB}, title = {Hedging American Put Options with Deep Reinforcement Learning}, url = {https://service.tib.eu/ldmservice/dataset/hedging-american-put-options-with-deep-reinforcement-learning}, year = {2024} }
