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Releases: Alpha-Stochastic-Research/asr-deep-hedging

ASR Deep Hedging v0.2.0

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@AKToure AKToure released this 24 Jul 00:54
5bd5e68

ASR Deep Hedging v0.2.0

Version 0.2.0 aligns the package's public Python API with the documented usage examples.

Main changes

  • Exposed the principal training, optimization, benchmark, evaluation, risk,
    simulation, feature, and inventory-policy utilities directly from
    deep_hedging.
  • Fixed root-level imports for train_step, Adam,
    black_scholes_delta, and evaluate_positions.
  • Preserved existing module-level imports for backward compatibility.
  • Added a public API contract test.
  • Updated the README, package metadata, ASR repository links, PyPI information,
    citation metadata, and paper DOI.

Installation

python -m pip install --upgrade asr-deep-hedging