| Publication | Date of Publication | Type |
|---|
| Joint calibration to SPX and VIX options with signature-based models | 2025-01-20 | Paper |
| Infinite-dimensional Wishart processes | 2024-10-16 | Paper |
| Measure-valued affine and polynomial diffusions | 2024-09-02 | Paper |
| Universal structures in mathematical finance | 2024-08-14 | Paper |
| On the occasion of Walter Schachermayer's 70th birthday: the mathematics of arbitrage | 2024-08-14 | Paper |
| Model‐free portfolio theory: A rough path approach | 2024-01-31 | Paper |
| Risk measures under model uncertainty: a Bayesian viewpoint | 2024-01-15 | Paper |
| Signature-Based Models: Theory and Calibration | 2023-09-14 | Paper |
| Ramifications of generalized Feller theory | 2023-08-07 | Paper |
| Propagation of minimality in the supercooled Stefan problem | 2023-06-05 | Paper |
| Infinite-dimensional Wishart-processes | 2023-04-07 | Paper |
| Signature SDEs from an affine and polynomial perspective | 2023-02-02 | Paper |
| Joint calibration to SPX and VIX options with signature-based models | 2023-01-30 | Paper |
| Universal approximation theorems for continuous functions of c\`adl\`ag paths and L\'evy-type signature models | 2022-08-03 | Paper |
| Implicit and fully discrete approximation of the supercooled Stefan problem in the presence of blow-ups | 2022-06-29 | Paper |
| Deep Neural Networks, Generic Universal Interpolation, and Controlled ODEs | 2022-03-01 | Paper |
| A weak solution theory for stochastic Volterra equations of convolution type | 2022-02-14 | Paper |
| Measure-valued affine and polynomial diffusions | 2021-12-30 | Paper |
| Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem | 2021-11-02 | Paper |
| Infinite-dimensional polynomial processes | 2021-04-29 | Paper |
| Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case | 2021-04-27 | Paper |
| A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting | 2020-11-05 | Paper |
| Discrete-time signatures and randomness in reservoir computing | 2020-09-17 | Paper |
| Markovian lifts of positive semidefinite affine Volterra-type processes | 2020-01-31 | Paper |
| Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio | 2019-10-31 | Paper |
| Polynomial processes in stochastic portfolio theory | 2019-06-27 | Paper |
| Affine multiple yield curve models | 2019-05-23 | Paper |
| Probability measure-valued polynomial diffusions | 2019-05-16 | Paper |
| Polynomial jump-diffusions on the unit simplex | 2018-11-07 | Paper |
| A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets | 2016-12-07 | Paper |
| Affine processes on symmetric cones | 2016-06-27 | Paper |
| A general HJM framework for multiple yield curve modelling | 2016-05-23 | Paper |
| A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing | 2015-11-09 | Paper |
| Fourier transform methods for pathwise covariance estimation in the presence of jumps | 2014-11-07 | Paper |
| Path Properties and Regularity of Affine Processes on General State Spaces | 2013-11-28 | Paper |
| Polynomial processes and their applications to mathematical finance | 2012-12-07 | Paper |
| Affine processes on positive semidefinite matrices | 2011-05-11 | Paper |
| Affine Models | 2008-09-11 | Paper |
| Global universal approximation of functional input maps on weighted spaces | N/A | Paper |
| Polynomial Volterra processes | N/A | Paper |
| Polynomial interacting particle systems and non-linear SPDEs for market capitalization curves | N/A | Paper |
