| Arbitrage-free neural-SDE market models SN Cohen, C Reisinger, S Wang Applied Mathematical Finance 30 (1), 1-46, 2023 | 39 | 2023 |
| Detecting and repairing arbitrage in traded option prices SN Cohen, C Reisinger, S Wang Applied Mathematical Finance 27 (5), 345-373, 2020 | 29 | 2020 |
| Estimating risks of option books using neural-SDE market models SN Cohen, C Reisinger, S Wang arXiv preprint arXiv:2202.07148, 2022 | 7 | 2022 |
| Estimating risks of European option books using neural stochastic differential equation market models SN Cohen, C Reisinger, S Wang Journal of Computational Finance 26 (3), 2022 | 5 | 2022 |
| Hedging option books using neural-SDE market models SN Cohen, C Reisinger, S Wang Applied Mathematical Finance 29 (5), 366-401, 2022 | 5 | 2022 |
Christoph ReisingerProfessor of Applied Mathematics, University of Oxfordایمیل تأیید شده در maths.ox.ac.uk