| Markovian approximations of stochastic Volterra equations with the fractional kernel C Bayer, S Breneis Quantitative Finance 23 (1), 53-70, 2023 | 29 | 2023 |
| Fibonacci lattices have minimal dispersion on the two-dimensional torus S Breneis, A Hinrichs Discrepancy Theory, Radon Series on Computational and Applied Mathematics …, 2020 | 14 | 2020 |
| Weak Markovian approximations of rough Heston C Bayer, S Breneis arXiv preprint arXiv:2309.07023, 2023 | 7 | 2023 |
| Efficient option pricing in the rough Heston model using weak simulation schemes C Bayer, S Breneis arXiv preprint arXiv:2310.04146, 2023 | 4 | 2023 |
| An adaptive algorithm for rough differential equations C Bayer, S Breneis, T Lyons arXiv preprint arXiv:2307.12590, 2023 | 3 | 2023 |
| On variation functions and their moduli of continuity S Breneis Journal of Mathematical Analysis and Applications 491 (2), 124349, 2020 | 2 | 2020 |
| The minimal spherical dispersion J Prochno, D Rudolf The Journal of Geometric Analysis 34 (3), 85, 2024 | 1 | 2024 |
| Rough paths and rough volatility S Breneis | | 2024 |
| Functions of bounded variation in one and multiple dimensions/eingereicht von Simon Breneis S Breneis Universität Linz, 2020 | | 2020 |
| Focus platform: Quantitative Analysis of Stochastic and Rough Systems CB PI, S Breneis, O Butkovsky, PKF PI, P Hager, J Schoenmakers, ... | | |
