├── .gitignore ├── fig ├── fig01a.png ├── fig01b.png ├── fig02.png ├── fig03.png ├── fig04.png ├── fig05.png ├── fig06.png ├── fig07.png ├── fig08.png └── fig09.png ├── model_data ├── ddpg_alpha1e-3_actor.h5 ├── ddpg_alpha1e-3_critic.h5 ├── ddpg_alpha4e-3_actor.h5 ├── ddpg_alpha4e-3_critic.h5 ├── ddpg_alpha8e-3_actor.h5 ├── ddpg_alpha8e-3_critic.h5 ├── ddpg_no_costs_actor.h5 ├── ddpg_no_costs_critic.h5 ├── dqn_alpha1e-3.h5 ├── dqn_alpha4e-3.h5 ├── dqn_alpha8e-3.h5 └── dqn_no_costs.h5 ├── numerical_experiments.ipynb ├── report.pdf ├── report ├── .gitignore ├── references.bib └── report.tex └── util ├── __init__.py ├── black_scholes_helper.py └── path_generator.py /.gitignore: -------------------------------------------------------------------------------- 1 | .ipynb_checkpoints 2 | .DS_Store 3 | .vscode 4 | 5 | -------------------------------------------------------------------------------- /fig/fig01a.png: -------------------------------------------------------------------------------- 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