Multi-Asset Spot and Option Market Simulation.

Magnus Wiese Ben Wood Alexandre Pachoud Ralf Korn Hans Buehler Phillip Murray Lianjun Bai

Published in: CoRR (2021)

Keyphrases

option pricing
financial markets
simulation model
simulation study
decision making
long term
asset management
spot market
stock market
mathematical model
artificial neural networks
mathematical models
simulation environment
reinforcement learning
simulation models
information systems
data sets
database