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Ben Wood
Publication Activity (10 Years)
Years Active: 2015-2023
Publications (10 Years): 6
Top Topics
Black Scholes
Quantum Computing
Option Pricing
Asset Management
Top Venues
CoRR
Quantum
Comput. Geosci.
ICAIF
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Publications
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El Amine Cherrat
,
Snehal Raj
,
Iordanis Kerenidis
,
Abhishek Shekhar
,
Ben Wood
,
Jon Dee
,
Shouvanik Chakrabarti
,
Richard Chen
,
Dylan Herman
,
Shaohan Hu
,
Pierre Minssen
,
Ruslan Shaydulin
,
Yue Sun
,
Romina Yalovetzky
,
Marco Pistoia
Quantum Deep Hedging.
Quantum
7 (2023)
El Amine Cherrat
,
Snehal Raj
,
Iordanis Kerenidis
,
Abhishek Shekhar
,
Ben Wood
,
Jon Dee
,
Shouvanik Chakrabarti
,
Richard Chen
,
Dylan Herman
,
Shaohan Hu
,
Pierre Minssen
,
Ruslan Shaydulin
,
Yue Sun
,
Romina Yalovetzky
,
Marco Pistoia
Quantum Deep Hedging.
CoRR
(2023)
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)
Magnus Wiese
,
Ben Wood
,
Alexandre Pachoud
,
Ralf Korn
,
Hans Buehler
,
Phillip Murray
,
Lianjun Bai
Multi-Asset Spot and Option Market Simulation.
CoRR
(2021)
Hans Bühler
,
Blanka Horvath
,
Terry J. Lyons
,
Imanol Perez Arribas
,
Ben Wood
A Data-driven Market Simulator for Small Data Environments.
CoRR
(2020)
Magnus Wiese
,
Lianjun Bai
,
Ben Wood
,
Hans Buehler
Deep Hedging: Learning to Simulate Equity Option Markets.
CoRR
(2019)
Carl Watson
,
Jennifer Richardson
,
Ben Wood
,
Christopher R. Jackson
,
Andrew Hughes
Improving geological and process model integration through TIN to 3D grid conversion.
Comput. Geosci.
82 (2015)