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Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures
15 November 2021
Hans Buehler
Phillip Murray
Mikko S. Pakkanen
Ben Wood
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Papers citing
"Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures"
2 / 2 papers shown
Title
A Data-driven Market Simulator for Small Data Environments
Hans Bühler
Blanka Horvath
Terry Lyons
Imanol Perez Arribas
Ben Wood
82
67
0
21 Jun 2020
Deep Hedging: Learning to Simulate Equity Option Markets
Magnus Wiese
Lianjun Bai
Ben Wood
Hans Buehler
GAN
82
69
0
05 Nov 2019
1