An exterior calculus framework for polytopal methods
Bonaldi, F
Di Pietro, D
Droniou, J
Hu, K
Journal of the European Mathematical Society
(17 Mar 2025)
doi:10.4171/jems/1602
Convergence and Stability of Discrete Exterior Calculus for the Hodge Laplace Problem in Two Dimensions
Zhu, C
Christiansen, S
Hu, K
Hirani, A
(13 May 2025)
doi:10.48550/arxiv.2505.08966
Functional Analytic (Ir-)Regularity Properties of SABR-type Processes
Döring, L
Horvath, B
Teichmann, J
(01 Jan 2017)
doi:10.2139/ssrn.2895723
Asymptotic Behaviour of Randomised Fractional Volatility Models
Horvath, B
Jacquier, A
Lacombe, C
(01 Jan 2017)
doi:10.2139/ssrn.3013658
Functional Central Limit Theorems for Rough Volatility
Horvath, B
Jacquier, A
Muguruza, A
(01 Jan 2017)
doi:10.2139/ssrn.3078743
Volatility Options in Rough Volatility Models
Horvath, B
Jacquier, A
Tankov, P
(01 Jan 2018)
doi:10.2139/ssrn.3118425
Mass at Zero in the Uncorrelated SABR Model and Implied Volatility Asymptotics
Gulisashvili, A
Horvath, B
Jacquier, A
(01 Jan 2015)
doi:10.2139/ssrn.2563510
Analytic Option Prices for the Black-Karasinski Short Rate Model
Horvath, B
Jacquier, A
Turfus, C
(01 Jan 2018)
doi:10.2139/ssrn.3253833
Short-time near-the-money skew in rough fractional volatility models
Bayer, C
Friz, P
Gulisashvili, A
Horvath, B
Stemper, B
(15 Mar 2017)
doi:10.48550/arxiv.1703.05132
Functional central limit theorems for rough volatility
Horvath, B
Jacquier, A
Muguruza, A
Sojmark, A
(08 Nov 2017)
doi:10.48550/arxiv.1711.03078