option-hedging

Here are 4 public repositories matching this topic...

Kirill-ZG / Interpretable-Empirical-Deep-Hedging

Code and reproducibility package for “What Does Deep Hedging Actually Learn? Delta Corrections, Regime Fragility, and Symbolic Distillation.”

python reinforcement-learning symbolic-regression derivatives quantitative-finance black-scholes td3 empirical-finance deep-hedging option-hedging spx-options

Updated May 21, 2026
Python

Nealszh / ddpg-american-option-hedging

Star

PyTorch Dueling-DDPG for American put option hedging under transaction costs (0%/3%), benchmarked vs delta hedging. Project: Oct 2024–Oct 2025.

reinforcement-learning pytorch ddpg self-adaptive-systems quant-finance transaction-costs option-hedging duellingddpg

Updated Mar 3, 2026
Python

srisai-kedar / Rl-Derivative-Hedging

Star

SAC agent that learns to hedge a short European call option under discrete rebalancing and transaction costs. Benchmarked against Black-Scholes delta over 1,000 shared-seed episodes. Full training, evaluation, HPO, and Streamlit dashboard.

python machine-learning reinforcement-learning deep-learning option quantitative-finance gymnasium optuna streamlit stable-baselines3 option-hedging

Updated Jul 26, 2026
Jupyter Notebook

celinenguyentu / Pricing_and_Hedging_Spreads

Star

An applied reproduction project on Spread option pricing and hedging using the Carmona-Durrleman approximation based on research papers.

research-project monte-carlo-simulation option-pricing research-paper research-and-development spread-option option-hedging

Updated Jul 15, 2024
C++

Improve this page

Add a description, image, and links to the option-hedging topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the option-hedging topic, visit your repo's landing page and select "manage topics."

Learn more