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v0.0.1

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@paolodelia99 paolodelia99 released this 04 May 18:18
· 1 commit to master since this release

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