The following pages link to Simon Breneis (Q2207649):
Displaying 6 items.
- On variation functions and their moduli of continuity (Q2207650) (← links)
- 6. Fibonacci lattices have minimal dispersion on the two-dimensional torus (Q3299958) (← links)
- Markovian approximations of stochastic Volterra equations with the fractional kernel (Q6101020) (← links)
- Rough paths and rough volatility (Q6630939) (← links)
- Efficient option pricing in the rough Heston model using weak simulation schemes (Q6657699) (← links)
- State spaces of multifactor approximations of nonnegative Volterra processes (Q6759528) (← links)