Simon Breneis

Available identifiers

zbMath Open breneis.simonMaRDI QIDQ2207649

List of research outcomes

Publication	Date of Publication	Type
Efficient option pricing in the rough Heston model using weak simulation schemes	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	2023-06-20	Paper
On variation functions and their moduli of continuity	2020-10-23	Paper
6. Fibonacci lattices have minimal dispersion on the two-dimensional torus	2020-07-27	Paper

Research outcomes over time

This page was built for person: Simon Breneis