Skip to content
#

bsplines

Here are 20 public repositories matching this topic...

Experience the convergence of reinforcement learning and finance in this project, which implements a Q-learning agent for option pricing under the Black–Scholes model. Leveraging Monte Carlo simulation, B-spline basis functions, and a variance-based reward, the agent learns optimal hedging strategies to generate accurate, risk-neutral option price.

  • Updated May 23, 2025
  • Jupyter Notebook

Add this topic to your repo

To associate your repository with the bsplines topic, visit your repo's landing page and select "manage topics."

Learn more