Optimizing Deep Reinforcement Learning for American Put Option Hedging: Appendix

Authors:

(1) Reilly Pickard, Department of Mechanical and Industrial Engineering, University of Toronto, Toronto, Canada ([email protected]);

(2) F. Wredenhagen, Ernst & Young LLP, Toronto, ON, M5H 0B3, Canada;

(3) Y. Lawryshyn, Department of Chemical Engineering, University of Toronto, Toronto, Canada.

This paper is available on arxiv under CC BY-NC-ND 4.0 Deed (Attribution-Noncommercial-Noderivs 4.0 International) license.