Deep Hedging: Learning to Simulate Equity Option Markets

5 November 2019

Papers citing "Deep Hedging: Learning to Simulate Equity Option Markets"

8 / 8 papers shown

Title
Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation Jaskaran Singh Walia Aarush Sinha Srinitish Srinivasan Srihari Unnikrishnan 49 0 0 24 Feb 2025
Universal randomised signatures for generative time series modelling Francesca Biagini Lukas Gonon Niklas Walter 42 4 0 14 Jun 2024
Risk-Neutral Market Simulation Magnus Wiese M. Phillip 23 2 0 28 Feb 2022
Sig-Wasserstein GANs for Time Series Generation Hao Ni Lukasz Szpruch Marc Sabate Vidales Baoren Xiao Magnus Wiese Shujian Liao SyDa AI4TS 19 73 0 01 Nov 2021
Scenario generation for market risk models using generative neural networks Solveig Flaig Gero Junike GAN 24 10 0 21 Sep 2021
Consistent Recalibration Models and Deep Calibration Matteo Gambara Josef Teichmann 19 5 0 16 Jun 2020
Reinforcement Learning in Economics and Finance Arthur Charpentier Romuald Elie Carl Remlinger OffRL 19 148 0 22 Mar 2020
Quant GANs: Deep Generation of Financial Time Series Magnus Wiese R. Knobloch R. Korn Peter Kretschmer GAN AI4TS AIFin 22 273 0 15 Jul 2019