Hans Buehler

According to our database, Hans Buehler authored at least 7 papers between 2006 and 2025.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2025

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling.

Hans Buehler, Blanka Horvath, Yannick Limmer, Thorsten Schmidt

CoRR, June, 2025

2023

Prime Match: A Privacy-Preserving Inventory Matching System.

Antigoni Polychroniadou, Gilad Asharov, Benjamin E. Diamond, Tucker Balch, Hans Buehler, Richard Hua, Suwen Gu, Greg Gimler, Manuela Veloso

IACR Cryptol. ePrint Arch., 2023

2022

Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions.

Phillip Murray, Ben Wood, Hans Buehler, Magnus Wiese, Mikko Pakkanen

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2021

Multi-Asset Spot and Option Market Simulation.

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

CoRR, 2021

2020

A Data-driven Market Simulator for Small Data Environments.

Hans Bühler, Blanka Horvath, Terry J. Lyons, Imanol Pérez Arribas, Ben Wood

CoRR, 2020

2019

Deep Hedging: Learning to Simulate Equity Option Markets.

Magnus Wiese, Lianjun Bai, Ben Wood, Hans Buehler

CoRR, 2019

2006

Consistent Variance Curve Models.

Hans Buehler

Finance Stochastics, 2006