Buehler, H.
J.P. Morgan
2 papers on CoChat
Most cited papers
- Verified
Deep hedging
Buehler, H., Gonon, L., Teichmann, J., & Wood, B. (2019) · Quantitative Finance
Stochastic processes and financial applicationsRisk and Portfolio Optimization
Cited by 333
- Verified
Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning
Buehler, H., Gonon, L., Teichmann, J., Wood, B., Mohan, B., & Kochems, J. (2019) · SSRN Electronic Journal
Stochastic processes and financial applicationsRisk and Portfolio Optimization
Cited by 48
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