Reinforcement Learning for Option Hedging: Static Implied-Volatility Fit versus Shortfall-Aware Performance

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chen, Ziheng, Hu, Minxuan, Yi, Jiayu, Sun, Wenxi
Format:	Preprint
Published:	2026
Subjects:	Pricing of Securities Machine Learning 91G20, 68T05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.01709