Download This Paper(Deep) Learning to Trade II - Deep Hedging, Model Uncertainty, Deep Bellman Hedging
72 Pages Posted: Last revised: 9 Jul 2026
Date Written: March 18, 2026
Abstract
We build upon the first part of the lecture https://papers.ssrn.com/abstract=7086398 and move from daily hedging into learning full hedging strategies for portfolios of derivatives, with derivatives. We present Deep Hedging, handling of model uncertainty including change to a risk-neutral measure, and ultimately Deep Bellman Hedging which is the actor-critic version of Deep Hedging.
Suggested Citation: Suggested Citation
Buehler, Hans, (Deep) Learning to Trade II - Deep Hedging, Model Uncertainty, Deep Bellman Hedging (March 18, 2026). Available at SSRN: https://ssrn.com/abstract=
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