Hedging Barrier Options Using Reinforcement Learning
The research indicates that reinforcement learning can be an effective alternative to traditional hedging methods for barrier options, potentially reducing transaction costs due to fewer trades.
Featured in No. 15 on 14 Sep 2023 · 6 days after release · 5 citations today
- Released
- 8 Sep 2023
- First featured
- No. 15 · 14 Sep 2023
- Citations (Semantic Scholar)
- 5
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4566384
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).