Picture for Lianjun Bai

Lianjun Bai

Multi-Asset Spot and Option Market Simulation

Add code
Dec 13, 2021
Figure 1 for Multi-Asset Spot and Option Market Simulation
Figure 2 for Multi-Asset Spot and Option Market Simulation
Figure 3 for Multi-Asset Spot and Option Market Simulation
Figure 4 for Multi-Asset Spot and Option Market Simulation
Viaarxiv icon

Deep Hedging: Learning to Simulate Equity Option Markets

Add code
Nov 05, 2019
Figure 1 for Deep Hedging: Learning to Simulate Equity Option Markets
Figure 2 for Deep Hedging: Learning to Simulate Equity Option Markets
Figure 3 for Deep Hedging: Learning to Simulate Equity Option Markets
Figure 4 for Deep Hedging: Learning to Simulate Equity Option Markets
Viaarxiv icon