Johannes Ruf

Publication Activity (10 Years)

Years Active: 2013-2022
Publications (10 Years): 9

Top Topics

Trading Strategies

Top Venues

Finance Stochastics

SIAM J. Financial Math.

Int. J. Approx. Reason.

Publications

Johannes Ruf, Martin Larsson, Wouter M. Koolen, Aaditya Ramdas
A composite generalization of Ville's martingale theorem. CoRR (2022)
Aaditya Ramdas, Johannes Ruf, Martin Larsson, Wouter M. Koolen
Testing exchangeability: Fork-convexity, supermartingales and e-processes. Int. J. Approx. Reason. 141 (2022)
Rafael Poppenborg, Johannes Ruf, Malte Chlosta, Jianlei Liu, Christian Hotz, Clemens Düpmeier, Thomas Kolb, Veit Hagenmeyer
Energy hub gas: a multi-domain system modelling and co-simulation approach. MSCPES@CPSIoTWeek (2021)
Aaditya Ramdas, Johannes Ruf, Martin Larsson, Wouter M. Koolen
How can one test if a binary sequence is exchangeable? Fork-convex hulls, supermartingales, and Snell envelopes. CoRR (2021)
Ales Cerný, Johannes Ruf
Simplified stochastic calculus with applications in Economics and Finance. Eur. J. Oper. Res. 293 (2) (2021)
Johannes Ruf, Kangjianan Xie
The Impact of Proportional Transaction Costs on Systematically Generated Portfolios. SIAM J. Financial Math. 11 (3) (2020)
Johannes Ruf, Weiguan Wang
Hedging with Neural Networks. CoRR (2020)
Johannes Ruf, Weiguan Wang
Neural networks for option pricing and hedging: a literature review. CoRR (2019)
Ioannis Karatzas, Johannes Ruf
Trading strategies generated by Lyapunov functions. Finance Stochastics 21 (3) (2017)
Peter Carr, Travis Fisher, Johannes Ruf
On the hedging of options on exploding exchange rates. Finance Stochastics 18 (1) (2014)
Carlos Oyarzun, Johannes Ruf
Convergence in models with bounded expected relative hazard rates. J. Econ. Theory 154 (2014)
Peter Carr, Travis Fisher, Johannes Ruf
Why Are Quadratic Normal Volatility Models Analytically Tractable? SIAM J. Financial Math. 4 (1) (2013)