| Markovian approximations of stochastic Volterra equations with the fractional kernel C Bayer, S Breneis Quantitative Finance 23 (1), 53-70, 2023 | 37 | 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 | 15 | 2020 |
| Weak Markovian approximations of rough Heston C Bayer, S Breneis arXiv preprint arXiv:2309.07023, 2023 | 12 | 2023 |
| Efficient option pricing in the rough Heston model using weak simulation schemes C Bayer, S Breneis Quantitative Finance 24 (9), 1247-1261, 2024 | 10 | 2024 |
| An adaptive algorithm for rough differential equations C Bayer, S Breneis, T Lyons arXiv preprint arXiv:2307.12590, 2023 | 5 | 2023 |
| On variation functions and their moduli of continuity S Breneis Journal of mathematical Analysis and Applications 491 (2), 124349, 2020 | 5 | 2020 |
| State spaces of multifactor approximations of nonnegative Volterra processes EA Jaber, C Bayer, S Breneis arXiv preprint arXiv:2412.17526, 2024 | 1 | 2024 |
| 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 PQDT-Global, 2024 | | 2024 |
| Pricing American options under rough Heston S Breneis | | 2023 |
| Functions of bounded variation in one and multiple dimensions/eingereicht von Simon Breneis S Breneis | | 2020 |
| Focus platform: Quantitative Analysis of Stochastic and Rough Systems CB PI, S Breneis, O Butkovsky, PKF PI, P Hager, J Schoenmakers, ... | | |
