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2020 – today
- 2023
[c2]Antigoni Polychroniadou, Gilad Asharov, Benjamin E. Diamond, Tucker Balch, Hans Buehler, Richard Hua, Suwen Gu, Greg Gimler, Manuela Veloso:
Prime Match: A Privacy-Preserving Inventory Matching System. USENIX Security Symposium 2023: 6417-6434- [i5]Antigoni Polychroniadou, Gilad Asharov, Benjamin E. Diamond, Tucker Balch, Hans Buehler, Richard Hua, Suwen Gu, Greg Gimler, Manuela Veloso:
Prime Match: A Privacy-Preserving Inventory Matching System. CoRR abs/2310.09621 (2023) - [i4]Antigoni Polychroniadou, Gilad Asharov, Benjamin E. Diamond, Tucker Balch, Hans Buehler, Richard Hua, Suwen Gu, Greg Gimler, Manuela Veloso:
Prime Match: A Privacy-Preserving Inventory Matching System. IACR Cryptol. ePrint Arch. 2023: 400 (2023) - 2022
- [c1]Phillip Murray, Ben Wood, Hans Buehler, Magnus Wiese, Mikko Pakkanen:
Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions. ICAIF 2022: 361-368 - 2021
- [i3]Magnus Wiese, Ben Wood, Alexandre Pachoud, Ralf Korn, Hans Buehler, Phillip Murray, Lianjun Bai:
Multi-Asset Spot and Option Market Simulation. CoRR abs/2112.06823 (2021) - 2020
- [i2]Hans Bühler, Blanka Horvath, Terry J. Lyons, Imanol Pérez Arribas, Ben Wood:
A Data-driven Market Simulator for Small Data Environments. CoRR abs/2006.14498 (2020)
2010 – 2019
- 2019
- [i1]Magnus Wiese, Lianjun Bai, Ben Wood, Hans Buehler:
Deep Hedging: Learning to Simulate Equity Option Markets. CoRR abs/1911.01700 (2019)
2000 – 2009
- 2006
- [j1]Hans Buehler:
Consistent Variance Curve Models. Finance Stochastics 10(2): 178-203 (2006)
Coauthor Index
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