most citedDeep Hedging of Derivatives Using Reinforcement Learning

60 citations

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2 papers

gr-qc2025★ 2 cited

Spinfoam tunneling of quantum geometries in angle variables

Pietro Donà, Hal M. Haggard, Carlo Rovelli +2

Tunneling processes offer a promising path for finding signatures of quantum gravity. While tunneling of geometry has long been recognized in the literature, few detailed analyses…

q-fin.CP2021★ 60 cited

Deep Hedging of Derivatives Using Reinforcement Learning

Jay Cao, Jacky Chen, John Hull +1

This paper shows how reinforcement learning can be used to derive optimal hedging strategies for derivatives when there are transaction costs. The paper illustrates the approach by…