| Multi-Asset Spot and Option Market Simulation M Wiese, B Wood, A Pachoud, R Korn, H Buehler, P Murray, L Bai Available at SSRN, 2021 | 17 | 2021 |
| Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions P Murray, B Wood, H Buehler, M Wiese, MS Pakkanen Proceedings of the Third ACM International Conference on AI in Finance, 361–368, 2022 | 16 | 2022 |
| Deep hedging: learning to remove the drift under trading frictions with minimal equivalent near-martingale measures H Buehler, P Murray, MS Pakkanen, B Wood arXiv preprint arXiv:2111.07844, 2021 | 9 | 2021 |
| Deep bellman hedging H Buehler, P Murray, B Wood arXiv preprint arXiv:2207.00932, 2022 | 8 | 2022 |
| Sig-Splines: universal approximation and convex calibration of time series generative models M Wiese, P Murray, R Korn arXiv preprint arXiv:2307.09767, 2023 | 3 | 2023 |
| Risk-Neutral Market Simulation M Wiese, P Murray AAAI 2022 Workshop on AI in Financial Services: Adaptiveness, Resilience …, 2022 | 3 | 2022 |
| Deep Hedging: Learning Risk-Neutral Implied Volatility Dynamics H Buehler, P Murray, M Pakkanen, B Wood Available at SSRN 3808555, 2021 | 1 | 2021 |
| Feasible Inference for Stochastic Volatility in Brownian Semistationary Processes P Murray, R Passeggeri, AED Veraart, MS Pakkanen arXiv preprint arXiv:2007.06357, 2020 | | 2020 |
