On the probability of hitting the boundary for Brownian motions on the SABR plane
 Gulisashvili, A Horvath, B Jacquier, A Electronic Communications in Probability volume 21 issue none (01 Jan 2016) doi:10.1214/16-ecp26
Dirichlet Forms and Finite Element Methods for the SABR Model
 Horvath, B Reichmann, O SIAM Journal on Financial Mathematics volume 9 issue 2 716-754 (31 Jan 2018) doi:10.1137/16m1066117
Volatility Options in Rough Volatility Models
 Horvath, B Jacquier, A Tankov, P SIAM Journal on Financial Mathematics volume 11 issue 2 437-469 (27 Jan 2020) doi:10.1137/18m1169242
Mass at zero in the uncorrelated SABR model and implied volatility asymptotics
 Gulisashvili, A Horvath, B Jacquier, A Quantitative Finance volume 18 issue 10 1753-1765 (03 Oct 2018) doi:10.1080/14697688.2018.1432883
Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models
 Horvath, B Muguruza, A Tomas, M Quantitative Finance volume 21 issue 1 11-27 (02 Jan 2021) doi:10.1080/14697688.2020.1817974
FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES
 DÖRING, L HORVATH, B TEICHMANN, J International Journal of Theoretical and Applied Finance volume 20 issue 03 1750013 (24 May 2017) doi:10.1142/s0219024917500133
Clustering market regimes using the Wasserstein distance
 Horvath, B Issa, Z Muguruza, A The Journal of Computational Finance (2024) doi:10.21314/jcf.2024.005
Large deviations-based upper bounds on the expected relative length of longest common subsequences
 Hauser, R Martínez, S Matzinger, H Advances in Applied Probability volume 38 issue 3 827-852 (01 Sep 2006) doi:10.1017/s0001867800001294
Inferring the Composition of a Trader Population in a Financial Market
 Gupta, N Hauser, R Johnson, N (06 Jun 2007) doi:10.48550/arxiv.0706.0870
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