Filtered not mixed: stochastic filtering-based online gating for mixture of large language models
 Saqur, R Kratsios, A Krach, F Limmer, Y Tian, J Willes, J Horvath, B Rudzicz, F (05 Jun 2024) doi:10.48550/arxiv.2406.02969
Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling
 Buehler, H Horvath, B Limmer, Y Schmidt, T (08 Jun 2025) doi:10.48550/arxiv.2506.07299
Short-time near-the-money skew in rough fractional volatility models
 Bayer, C Friz, P Gulisashvili, A Horvath, B Stemper, B Quantitative Finance volume 19 issue 5 779-798 (04 May 2019) doi:10.1080/14697688.2018.1529420
Non-adversarial training of Neural SDEs with signature kernel scores
 Horvath, B Issa, Z Lemercier, M Salvi, C 11102-11126 (01 Jan 2023) doi:10.52202/075280-0490
Asymptotic behaviour of randomised fractional volatility models
 Horvath, B Jacquier, A Lacombe, C Journal of Applied Probability volume 56 issue 2 496-523 (30 Jun 2019) doi:10.1017/jpr.2019.27
FILTERED NOT MIXED: FILTERING-BASED ONLINE GATING FOR MIXTURE OF LARGE LANGUAGE MODELS
 Saqur, R Kratsios, A Krach, F Limmer, Y Tian, J Willes, J Horvath, B Rudzicz, F 13th International Conference on Learning Representations Iclr 2025 31568-31601 (01 Jan 2025)
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
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