S
Zodix
Study
Academic Library
Search
Shelves
Open access
Sign in
Search or jump to…
⌘K
Hans Buehler · Study
Home
/
Author
Hans Buehler
8 works
· latest 2020
· 3 institutions
cluster: provisional
Follow
Claim this profile
h-index
8
i10
8
Citations
694
Works here
8
06
08
18
19
20
Most cited in this library
Deep hedging
2019 · 332 citations
Consistent Variance Curve Models
2006 · 114 citations
Deep Hedging: Learning to Simulate Equity Option Markets
2019 · 66 citations
A Data-Driven Market Simulator for Small Data Environments
2020 · 53 citations
Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning
2019 · 47 citations
Works
8 shown
A Data-Driven Market Simulator for Small Data Environments
SSRN Electronic Journal
·
2020
·
5 authors
·
preprint
·
Open access
53
citations
Deep hedging
Quantitative Finance
·
2019
·
4 authors
332
citations
Deep Hedging: Learning to Simulate Equity Option Markets
SSRN Electronic Journal
·
2019
·
4 authors
·
preprint
·
Open access
66
citations
Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning
SSRN Electronic Journal
·
2019
·
6 authors
·
preprint
·
Open access
47
citations
Deep Hedging
SSRN Electronic Journal
·
2018
·
4 authors
·
preprint
·
Open access
25
citations
Volatility and Dividends - Volatility Modelling with Cash Dividends and Simple Credit Risk
SSRN Electronic Journal
·
2008
·
1 author
·
preprint
·
Open access
29
citations
Expensive martingales
Quantitative Finance
·
2006
·
1 author
·
Open access
28
citations
Consistent Variance Curve Models
Finance and Stochastics
·
2006
·
1 author
·
Open access
114
citations