Prof. Blanka Nora Horvath

Status

Academic Faculty

Research groups

Address

Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG

Recent publications

SANOS: smooth strictly arbitrage-free non-parametric option surfaces

Buehler, H Horvath, B Kratsios, A Limmer, Y Saqur, R (16 Jan 2026)

Transformers Can Solve Non-Linear and Non-Markovian Filtering Problems in Continuous Time For Conditionally Gaussian Signals

Horvath, B Kratsios, A Limmer, Y Yang, X (14 Jul 2025)

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling

Buehler, H Horvath, B Limmer, Y Schmidt, T (08 Jun 2025)

Signature Maximum Mean Discrepancy Two-Sample Statistical Tests

Alden, A Horvath, B Issa, Z (02 Jun 2025)

Robust Hedging GANs: Towards Automated Robustification of Hedging Strategies

Limmer, Y Horvath, B Applied Mathematical Finance volume ahead-of-print issue ahead-of-print 1-38 (22 Jan 2025)