Oxford Working Papers in Mathematical and Computational Finance: 2026

26-01 SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces
Authors: Hans Buehler, Blanka Horvath, Anastasis Kratsios, Yannick Limmer, Raeid Saqur

26-02 Solving Linear-Quadratic Stochastic Control Problems with Signatures
Authors: Alif Aqsha, Peter Bank, Leandro Sánchez-Betancourt

26-03 Trading in CEXs and DEXs with Priority Fees and Stochastic Delays
Authors: Philippe Bergault, Yadh Hafsi, Leandro Sánchez-Betancourt

26-04 Network-Augmented Volatility Forecasting with Idiosyncratic Jump Spillovers
Authors: Álvaro Cartea, Mihai Cucuringu, Lei Fang

26-05 AI Bubbles with Large Language Models
Authors: Álvaro Cartea, Patrick Chang, Mingyue Zhong, Nan Chen

26-06 The Economics of Regulating Tokenized Securities
Authors: Álvaro Cartea, Fayçal Drissi, Fahad Saleh

26-07 Learning to Trade I - Greek, Parameter and Statistical Hedging
Author: Hans Buehler

26-08 Mimicking Diffusion Processes with Differential Equations
Author: Rama Cont

26-09 Reflected Diffusion, No-Flux Continuity Equations and Confined Lagrangian Flows in Bounded Domains 
Author: Rama Cont

26-10 Optimal Rounding with Integer Constraints 
Author: Rama Cont, Massoud Heidari

26-11 Numerical Approximation for Path-Dependent McKean–Vlasov Control with Non-Asymptotic Error Estimates
Author: Olivier Bokanowski, Jean-Francois Chassagneux, Xinyu Li, Christoph Reisinger

26-12 Signature Approach for Contextual Bandits with Nonlinear and Path-dependent Rewards

Author: Grace He, Xin Guo, Xinyu Li