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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.

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Cite this as

Reilly Pickard, Finn Wredenhagen, Julio DeJesus, Mario Schlener, Yuri Lawryshyn (2024). Dataset: Hedging American Put Options with Deep Reinforcement Learning. https://doi.org/10.57702/uuz6halg

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Additional Info

Field Value
Created December 3, 2024
Last update December 3, 2024
Defined In https://doi.org/10.48550/arXiv.2405.06774
Author Reilly Pickard
More Authors
Finn Wredenhagen
Julio DeJesus
Mario Schlener
Yuri Lawryshyn