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

Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions. - Phillip Murray; Ben Wood; Hans Buehler; Magnus Wiese; Mikko Pakkanen (ICAIF, 2022)

Risk-Neutral Market Simulation. - Magnus Wiese; Phillip Murray (CoRR, 2022)

Sig-Splines: universal approximation and convex calibration of time series generative models. - Magnus Wiese; Phillip Murray; Ralf Korn (CoRR, 2023)