List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Efficient option pricing in the rough Heston model using weak simulation schemes Quantitative Finance | 2025-01-06 | Paper |
| Rough paths and rough volatility | 2024-10-31 | Paper |
| An Adaptive Algorithm for Rough Differential Equations | 2023-07-24 | Paper |
| Markovian approximations of stochastic Volterra equations with the fractional kernel Quantitative Finance | 2023-06-20 | Paper |
| On variation functions and their moduli of continuity Journal of Mathematical Analysis and Applications | 2020-10-23 | Paper |
| 6. Fibonacci lattices have minimal dispersion on the two-dimensional torus Discrepancy Theory | 2020-07-27 | Paper |
Research outcomes over time
This page was built for person: Simon Breneis
