Autonomous AI Agents for Option Hedging: Enhancing Financial Stability through Shortfall Aware Reinforcement Learning

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hu, Minxuan, Chen, Ziheng, Yi, Jiayu, Sun, Wenxi
Format:	Preprint
Published:	2026
Subjects:	Artificial Intelligence Computational Finance Risk Management 91G20, 91G60, 68T05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.06587