Dr Hans Buehler

PhD, Diploma

Status

Visiting Professor, Research Fellow, Lecturer

http://quantitative-research.de

Research groups

Mathematical and Computational Finance

Address

Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG

Major / recent publications

Deep Hedging selected articles
- Main paper https://www.ssrn.com/abstract=3120710
- Multi-Asset Market Simulation https://arxiv.org/abs/2112.06823
- Removing the Drift https://arxiv.org/abs/2111.07844
- Statistical Hedging ("Regression") http://ssrn.com/abstract=2913250
- Uncertainty-Awareness https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5286592
- Bellman version https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4151026
Quant Finance selected articles
- Discrete Local Volatility http://ssrn.com/abstract=2642630
- Consistent Variance Curves http://ssrn.com/abstract=687258
- Volatility and Dividends http://ssrn.com/abstract=1141877
- Stochastic Proportional Dividends http://ssrn.com/abstract=1706758
Patents
- Systems And Methods For Privacy-preserving Inventory Matching
- Method And System For Managing Derivatives Portfolios (Statistical Hedging)
- Method For Optimizing A Hedging Strategy For Portfolio Management (Deep Hedging)
Books
- Equity Hybrid Derivatives
- Volatility Markets
More information here http://quantitative-research.de/

Research interests

Stochastic Analysis and Theoretical Mathematical Finance
Machine Learning in Finance
Derivative Market Modelling and Risk Management

Prizes, awards, and scholarships

Risk Quant of the Year 2022