Can I read Reinforcement Options Journal Version on EtoBox?

Reinforcement Options Journal Version by Lorenzo Viola is a document available to read on EtoBox.

What is Reinforcement Options Journal Version about?

The document presents a reinforcement learning approach to optimally hedge options in a practical trading environment, addressing the challenges of discrete trading and nonlinear transaction costs. It introduces a flexible model that learns to minimize variance in hedging while accommodating various transaction cost structures, making it applicable to real-world trading scenarios. The proposed method enhances existing literature by employing continuous state spaces and allowing for easy integration with any

Author

Lorenzo Viola

Language

EN