Showing 1–20 of 104 results
/ Date/ Name
Jun 18, 2009Affine processes are regularFeb 8, 2018Deep HedgingSep 1, 2005Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical FinanceJul 8, 2011Path properties and regularity of affine processes on general state spacesApr 27, 2018Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine caseJun 19, 2001Finite dimensional Realizations of Stochastic EquationsDec 6, 2011Affine processes on symmetric conesMar 9, 2012Consistent Long-Term Yield Curve PredictionDec 7, 2018An elementary proof of the reconstruction theoremJul 2, 2019Markovian lifts of positive semidefinite affine Volterra type processesFeb 3, 2021Deep Hedging under Rough VolatilityJun 20, 2014A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricingOct 5, 2004Calculating the Greeks by Cubature formulasJul 16, 2007Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systemsMar 22, 2025Learning algorithms for mean field optimal controlAug 7, 2023Ramifications of generalized Feller theoryNov 7, 2019How Implicit Regularization of ReLU Neural Networks Characterizes the Learned Function -- Part I: the 1-D Case of Two Layers with Random First LayerApr 3, 2009A new approach for scenario generation in Risk managementSep 11, 2008Affine ModelsAug 9, 2004A hyper-geometric approach to the BMV-conjecture