Deep Hedging: Learning to Simulate Equity Option Markets. - Magnus Wiese; Lianjun Bai; Ben Wood; Hans Buehler (CoRR, 2019)

Multi-Asset Spot and Option Market Simulation. - Magnus Wiese; Ben Wood; Alexandre Pachoud; Ralf Korn; Hans Buehler; Phillip Murray; Lianjun Bai (CoRR, 2021)