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Option Hedging on SPY K/F=1.03 (τ = 56d) 2020Q1

8.002ES (5%)

BS

Updated 2mo ago

Evaluation Results

Method	Links
BS 2026.02		8.002	7.478	-
SV 2026.02		-	-	75

SOTA Paper

BS

Autonomous AI Agents for Option Hedging: Enhancing Financial Stability through Shortfall Aware Reinforcement Learning

Dataset

Spy

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