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Breneis, Simon
16  Ergebnisse:
Personensuche X
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1

Rough paths and rough volatility:

Breneis, Simon , 2024
Link: https://nbn-resolving.de..
 
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2

An adaptive algorithm for rough differential equations 

Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik ; no. 3013
Bayer, Christian ; Breneis, Simon ; Lyons, Terry , 2023
Link: https://doi.org/10.20347..
 
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3

Markovian approximations of stochastic Volterra equations w..:

Bayer, Christian ; Breneis, Simon
Quantitative Finance.  23 (2022)  1 - p. 53-70 , 2022
Link: https://doi.org/10.1080/..
 
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4

On variation functions and their moduli of continuity:

Breneis, Simon
Journal of Mathematical Analysis and Applications.  491 (2020)  2 - p. 124349 , 2020
Link: https://doi.org/10.1016/..
 
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5

6. Fibonacci lattices have minimal dispersion on the two-di..:

, In: Discrepancy Theory,
Breneis, Simon ; Hinrichs, Aicke - p. 117-132 , 2020
Link: https://doi.org/10.1515/..
 
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6

An Adaptive Algorithm for Rough Differential Equations:

Bayer, Christian ; Breneis, Simon ; Lyons, Terry
http://arxiv.org/abs/2307.12590.  , 2023
Link: http://arxiv.org/abs/230..
 
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7

Efficient option pricing in the rough Heston model using we..:

Bayer, Christian ; Breneis, Simon
http://arxiv.org/abs/2310.04146.  , 2023
Link: http://arxiv.org/abs/231..
 
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8

An adaptive algorithm for rough differential equations:

Bayer, Christian ; Breneis, Simon ; Lyons, Terry
https://doi.org/10.20347/WIAS.PREPRINT.3013.  , 2023
Link: https://doi.org/10.20347..
 
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9

Weak Markovian Approximations of Rough Heston:

Bayer, Christian ; Breneis, Simon
http://arxiv.org/abs/2309.07023.  , 2023
Link: http://arxiv.org/abs/230..
 
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10

Markovian approximations of stochastic Volterra equations w..:

Bayer, Christian ; Breneis, Simon
https://doi.org/10.20347/WIAS.PREPRINT.2868.  , 2021
Link: https://doi.org/10.20347..
 
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11

Markovian approximations of stochastic Volterra equations w..:

Bayer, Christian ; Breneis, Simon
ISSN:2198-5855.  , 2021
Link: https://oa.tib.eu/renate..
 
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12

Markovian approximations of stochastic Volterra equations w..:

Bayer, Christian ; Breneis, Simon
http://arxiv.org/abs/2108.05048.  , 2021
Link: http://arxiv.org/abs/210..
 
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13

Journal of mathematical Analysis and Applications / On vari..:

Breneis, Simon
vignette : https://epub.jku.at/titlepage/urn/urn:nbn:at:at-ubl:3-4901/128.  , 2020
Link: https://resolver.obvsg.a..
 
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14

Functions of bounded variation in one and multiple dimensio..:

Breneis, Simon
vignette : https://epub.jku.at/titlepage/urn/urn:nbn:at:at-ubl:1-34424/128.  , 2020
Link: https://resolver.obvsg.a..
 
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15

On variation functions and their moduli of continuity:

Breneis, Simon
http://arxiv.org/abs/2001.10415.  , 2020
Link: http://arxiv.org/abs/200..
 
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