C Bayer, P Friz, J Gatheral

Quantitative Finance 16 (6), 887-904, 2016

C Bayer, J Teichmann

Proceedings of the American mathematical society 134 (10), 3035-3040, 2006

C Bayer, B Horvath, A Muguruza, B Stemper, M Tomas

arXiv preprint arXiv:1908.08806, 2019

C Bayer, PK Friz, P Gassiat, J Martin, B Stemper

Mathematical Finance 30 (3), 782-832, 2020

C Bayer, PK Friz, A Gulisashvili, B Horvath, B Stemper

Quantitative Finance 19 (5), 779-798, 2019

PK Friz, J Gatheral, A Gulisashvili, A Jacquier, J Teichmann

Springer, 2015

C Bayer, PK Friz, S Riedel, J Schoenmakers

SIAM Journal on Numerical Analysis 54 (3), 1449-1483, 2016

C Bayer, J Gatheral, M Karlsmark

Quantitative Finance 13 (11), 1813-1829, 2013

C Bayer, U Horst, J Qiu

C Bayer, M Siebenmorgen, R Tempone

Quantitative Finance 18 (3), 491-505, 2018

C Bayer, H Hoel, E Von Schwerin, R Tempone

SIAM Journal on Scientific Computing 36 (2), A869-A885, 2014

C Bayer, P Laurence

Communications on Pure and Applied Mathematics 67 (10), 1618-1657, 2014

C Bayer, R Tempone, S Wolfers

Quantitative Finance 20 (11), 1749-1760, 2020

C Bayer, C Ben Hammouda, R Tempone

Quantitative Finance 20 (9), 1457-1473, 2020

C Bayer, J Teichmann

Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2008

C Bayer, P Friz, R Loeffen

Quantitative Finance 13 (5), 769-782, 2013

C Bayer, PP Hager, S Riedel, J Schoenmakers

The Annals of Applied Probability 33 (1), 238-273, 2023

C Bayer, S Breneis

Quantitative Finance 23 (1), 53-70, 2023

C Bayer, J Qiu, Y Yao

SIAM Journal on Financial Mathematics 13 (1), 179-212, 2022

C Bayer, J Schoenmakers