Simon Breneis
From MaRDI portal
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
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