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