Lianjun Bai

Publication Activity (10 Years)

Years Active: 2019-2021
Publications (10 Years): 2

Top Topics

Mathematical Models

Asset Management

Top Venues

Publications

Magnus Wiese, Ben Wood, Alexandre Pachoud, Ralf Korn, Hans Buehler, Phillip Murray, Lianjun Bai
Multi-Asset Spot and Option Market Simulation. CoRR (2021)
Magnus Wiese, Lianjun Bai, Ben Wood, Hans Buehler
Deep Hedging: Learning to Simulate Equity Option Markets. CoRR (2019)