Multi-Asset Spot and Option Market Simulation

13 December 2021

Papers citing "Multi-Asset Spot and Option Market Simulation"

6 / 6 papers shown

Title
Universal randomised signatures for generative time series modelling Francesca Biagini Lukas Gonon Niklas Walter 40 4 0 14 Jun 2024
Implementing Quantum Generative Adversarial Network (qGAN) and QCBM in Finance Santanu Ganguly GAN 43 2 0 15 Aug 2023
Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions Phillip Murray Ben Wood Hans Buehler Magnus Wiese Mikko S. Pakkanen 27 19 0 15 Jul 2022
Risk-Neutral Market Simulation Magnus Wiese M. Phillip 18 2 0 28 Feb 2022
Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer Beatrice Acciaio Anastasis Kratsios G. Pammer OOD 39 20 0 31 Jan 2022
Cubic-Spline Flows Conor Durkan Artur Bekasov Iain Murray George Papamakarios TPM 42 57 0 05 Jun 2019