Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Higher Order Goh Conditions for Singular Extremals of Corank 1 | Archive for Rational Mechanics and Analysis |
| 2024 | |
Functional central limit theorems for rough volatility | Finance and Stochastics |
| 2024 | |
Rough Differential Equations Containing Path-Dependent Bounded Variation Terms | Journal of Theoretical Probability |
| 2024 | |
Signature-based validation of real-world economic scenarios | ASTIN Bulletin |
| 2024 | |
An extension of the stochastic sewing lemma and applications to fractional stochastic calculus | Forum of Mathematics, Sigma |
| 2024 |