Releases: Alpha-Stochastic-Research/asr-deep-hedging
Releases · Alpha-Stochastic-Research/asr-deep-hedging
Release list
ASR Deep Hedging v0.2.0
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, andevaluate_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