Issue Date | **Title** | Author(s) |

26-Jan-2022 | **A combinatorial approach to geometric rough paths and their controlled paths** | *Cass, T; Driver, BK; Litterer, C; Ferrucci, ER; * |

27-Jan-2023 | **A Fubini type theorem for rough integration** | *Cass, T; Pei, J* |

1-Aug-2023 | **A GMM approach to estimate the roughness of stochastic volatility** | *Bolko, AE; Christensen, K; Pakkanen, MS; Veliyev, B* |

Apr-2023 | **A model-free approach to continuous-time finance** | *Chiu, H; Cont, R* |

1-Jan-2019 | **A multi-asset investment and consumption problem with transaction costs** | *Hobson, D; Tse, ASL; Zhu, Y* |

1-Feb-2021 | **A note on P- vs. Q-expected loss portfolio constraints** | *Gu, J-W; Steffensen, M; Zheng, H* |

18-Feb-2015 | **A note on utility-based pricing** | *Davis, MHA; Yoshikawa, D* |

17-Feb-2015 | **A note on utility-based pricing in models with transaction costs** | *Davis, MHA; Yoshikawa, D* |

13-Jun-2016 | **A simple procedure to incorporate predictive models in a continuous time asset allocation** | *Davis, M; Lleo, S* |

1-Jan-2019 | **A Stratonovich-Skorohod integral formula for Gaussian rough paths** | *Cass, T; Lim, N; * |

22-Jun-2021 | **A unified approach to well-posedness of type-I backward stochastic Volterra integral equations** | *Hernández, C; Possamaï, D* |

1-Apr-2018 | **Additivity, subadditivity and linearity: automatic continuity and quantifier weakening** | *Bingham, NH; Ostaszewski, AJ* |

25-Jun-2015 | **American option valuation under continuous time Markov Chains** | *Eriksson, B; Pistorius, MR; Asmussen, S* |

1-Jul-2010 | **AN EXACT FORMULA FOR DEFAULT SWAPTIONS' PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL** | *Brigo, D; El-Bachir, N* |

14-Dec-2016 | **An explicit Euler scheme with strong rate of convergence for financial SDEs with non-Lipschitz coefficients** | *Chassagneux, JFC; Jacquier, A; Mihyalov, IM; * |

31-Dec-2016 | **Analysis Of Nonlinear Valuation Equations Under Credit And Funding Effects** | *Brigo, D; Francischello, M; Pallavicini, A* |

7-Aug-2019 | **Anomalous diffusions in option prices: connecting trade duration and the volatility term structure** | *Jacquier, A; Torricelli, L* |

18-Apr-2018 | **Applications of pathwise Burkholder-Davis-Gundy inequalities** | *Siorpaes, P* |

1-Oct-2009 | **Approximate basket options valuation for a jump-diffusion model** | *Xu, G; Zheng, H* |

7-Feb-2013 | **Arbitrage bounds for prices of weighted variance swaps** | *Davis, MHA; Obloj, J; Raval, V* |