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Exploring the Applications of Deep Hedging by Buehler et. al. (Quantitative Finance, 2019).

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Deep Hedging Demo

Python code to replicate the Deep Hedging paper by Buehler et al (2019, Quantitative Finance).

For first-time user, please use the Colab version.

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Exploring the Applications of Deep Hedging by Buehler et. al. (Quantitative Finance, 2019).

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  • Jupyter Notebook 89.9%
  • Python 10.1%