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|5-May-2021||Option pricing models without probability: a rough paths approach||Armstrong, J; Bellani, C; Brigo, D; Cass, T;|
|Feb-2021||Skorohod and rough integration for stochastic differential equations driven by Volterra processes||Cass, T; Lim, N;|
|23-Mar-2021||Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes||Cass, T; Crisan, D; Dobson, P; Ottobre, M;|
|9-Sep-2021||The signature kernel is the solution of a Goursat PDE||Salvi, C; Cass, T; Foster, J; Lyons, T; Yang, W, et al|
|Sep-2022||Non-geometric rough paths on manifolds||Armstrong, J; Brigo, D; Cass, T; Rossi Ferrucci, E;|