Why Are Quadratic Normal Volatility Models Analytically Tractable? - Peter Carr 002; Travis Fisher; Johannes Ruf (SIAM J. Financial Math., 2013)

On the hedging of options on exploding exchange rates. - Peter Carr 002; Travis Fisher; Johannes Ruf (Finance Stochastics, 2014)

Convergence in models with bounded expected relative hazard rates. - Carlos Oyarzun; Johannes Ruf (J. Econ. Theory, 2014)

Trading strategies generated by Lyapunov functions. - Ioannis Karatzas; Johannes Ruf (Finance Stochastics, 2017)

Neural networks for option pricing and hedging: a literature review. - Johannes Ruf; Weiguan Wang (CoRR, 2019)

Hedging with Neural Networks. - Johannes Ruf; Weiguan Wang (CoRR, 2020)

The Impact of Proportional Transaction Costs on Systematically Generated Portfolios. - Johannes Ruf; Kangjianan Xie (SIAM J. Financial Math., 2020)

Energy hub gas: a multi-domain system modelling and co-simulation approach. - Rafael Poppenborg; Johannes Ruf; Malte Chlosta; Jianlei Liu; Christian Hotz; Clemens Düpmeier; Thomas Kolb; Veit Hagenmeyer (MSCPES@CPSIoTWeek, 2021)

How can one test if a binary sequence is exchangeable? Fork-convex hulls, supermartingales, and Snell envelopes. - Aaditya Ramdas; Johannes Ruf; Martin Larsson; Wouter M. Koolen (CoRR, 2021)

Simplified stochastic calculus with applications in Economics and Finance. - Ales Cerný; Johannes Ruf (Eur. J. Oper. Res., 2021)

A composite generalization of Ville's martingale theorem. - Johannes Ruf; Martin Larsson; Wouter M. Koolen; Aaditya Ramdas (CoRR, 2022)

Testing exchangeability: Fork-convexity, supermartingales and e-processes. - Aaditya Ramdas; Johannes Ruf; Martin Larsson; Wouter M. Koolen (Int. J. Approx. Reason., 2022)

Context-Aware Frequency-Embedding Networks for Spatio-Temporal Portfolio Selection. - Ruirui Liu 002; Huichou Huang; Johannes Ruf; Haoxian Liu; Qingyao Wu (SDM, 2025)