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Golden jubilee for an iconic financial formula
Horvath, B. N., 8 Juni 2023, in: Nature. 618, 7964, S. 243-245 3 S.Publikation: Beitrag in Fachzeitschrift › Kommentar/Debatte
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Deep hedging under rough volatility
Horvath, B., Teichmann, J. & Žurič, Ž., 2021, in: Risks. 9, 7, 138.Publikation: Beitrag in Fachzeitschrift › Artikel › Begutachtung
21 Zitate (Scopus) -
Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes
Salvi, C., Lemercier, M., Liu, C., Horvath, B., Damoulas, T. & Lyonsx, T., 2021, Advances in Neural Information Processing Systems 34 - 35th Conference on Neural Information Processing Systems, NeurIPS 2021. Ranzato, M., Beygelzimer, A., Dauphin, Y., Liang, P. S. & Wortman Vaughan, J. (Hrsg.). Neural information processing systems foundation, S. 16635-16647 13 S. (Advances in Neural Information Processing Systems; Band 20).Publikation: Beitrag in Buch/Bericht/Konferenzband › Konferenzbeitrag › Begutachtung