Reinforcement Learning for Hedging
The article introduces a novel application of reinforcement learning for efficiently managing a portfolio of over-the-counter derivatives, independent of any model.
Featured in No. 116 on 24 Oct 2025 ·
- Released
- 25 Jan 2019
- First featured
- No. 116 · 24 Oct 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 91
- Identifier
- SSRN 3355706
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