option-hedging

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

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

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

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