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
23-Jul-2023	A Neural RDE approach for continuous-time non-Markovian stochastic control problems	Hoglund, M; Rossi Ferrucci, E; Hernandez, C; Muguruza Gonzalez, A; Salvi, C, et al
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
18-Mar-2024	A path-dependent PDE solver based on signature kernels	Pannier, A; Salvi, C
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;
15-Nov-2023	A structure theorem for streamed information	Salvi, C; Diehl, J; Lyons, T; Preiss, R; Reizenstein, J
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