Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bracha, Zofia, Sakowski, Paweł, Michańków, Jakub
Format:	Preprint
Published:	2025
Subjects:	Computational Finance Machine Learning Pricing of Securities
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.09247