Johannes Ruf

According to our database1, Johannes Ruf authored at least 9 papers between 2013 and 2021.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2021
Simplified stochastic calculus with applications in Economics and Finance.
Eur. J. Oper. Res., 2021

How can one test if a binary sequence is exchangeable? Fork-convex hulls, supermartingales, and Snell envelopes.
CoRR, 2021

2020
The Impact of Proportional Transaction Costs on Systematically Generated Portfolios.
SIAM J. Financial Math., 2020

Hedging with Neural Networks.
CoRR, 2020

2019
Neural networks for option pricing and hedging: a literature review.
CoRR, 2019

2017
Trading strategies generated by Lyapunov functions.
Finance Stochastics, 2017

2014
Convergence in models with bounded expected relative hazard rates.
J. Econ. Theory, 2014

On the hedging of options on exploding exchange rates.
Finance Stochastics, 2014

2013
Why Are Quadratic Normal Volatility Models Analytically Tractable?
SIAM J. Financial Math., 2013


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