Functional central limit theorems for rough volatility
Horvath, B Jacquier, A Muguruza, A Sojmark, A (08 Nov 2017)
Dirichlet Forms and Finite Element Methods for the SABR Model
Horvath, B Reichmann, O (08 Jan 2018)
Volatility options in rough volatility models
Horvath, B Jacquier, A Tankov, P (05 Feb 2018)
Deep Learning Volatility
Horvath, B Muguruza, A Tomas, M (01 Jan 2019)
Mass at zero in the uncorrelated SABR model and implied volatility asymptotics
Gulisashvili, A Horvath, B Jacquier, A (11 Feb 2015)
On the probability of hitting the boundary for Brownian motions on the SABR plane
Gulisashvili, A Horvath, B Jacquier, A (18 Oct 2016)
Deep Learning Volatility
Horvath, B Muguruza, A Tomas, M (28 Jan 2019)
On deep calibration of (rough) stochastic volatility models
Bayer, C Horvath, B Muguruza, A Stemper, B Tomas, M (22 Aug 2019)
Sailing in rough waters: examining volatility of fMRI noise
Leppanen, J Stone, H Lythgoe, D Williams, S Horvath, B
Data Anonymisation, Outlier Detection and Fighting Overfitting with Restricted Boltzmann Machines
Kondratyev, A Schwarz, C Horvath, B (01 Jan 2020)
Subscribe to