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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.

Data and Resources

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

DOI retrieved: December 3, 2024

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