---
title: Deep Learning for Delta Hedging
url: https://www.ml-quant.com/papers/ssrn/4886055/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4886055
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4886055
featured: 2024-07-10
citations: unknown
topic: Derivatives & Volatility
---


# Deep Learning for Delta Hedging

The paper presents a deep delta hedging framework for options, using neural networks to improve hedging performance by learning the residuals between the hedging function and the implied Black-Scholes delta.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4886055
- Identifier: SSRN 4886055
- Released: 2024-07-05
- First featured: Quant Letter No. 56 (2024-07-10): https://www.ml-quant.com/issues/2024-07-10/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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