First hedging-gym
working version
- Simulates Black-Scholes environment for call option hedging, supports both discrete and continuous action spaces.
- Simulates Heston environment for option hedging, for both discrete and continuous action spaces.
- Simulates Exchange option environment (Margrabe Environment) for option hedging, for only in continuous action spaces.
Full Changelog: https://github.com/paolodelia99/HedgingGym/commits/v0.0.1