GitHub - debbo2011/rl-bsmodel-with-costs: Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy gradient.

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Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy gradient.

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Name		Name	Last commit message	Last commit date
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fig		fig
model_data		model_data
report		report
util		util
.gitignore		.gitignore
numerical_experiments.ipynb		numerical_experiments.ipynb
report.pdf		report.pdf

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Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy gradient.

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