Items where authors include "Litterer, Christian"
Article
Cass, Thomas, Driver, Bruce K., Litterer, Christian et al. (1 more author) (2022) A combinatorial approach to geometric rough paths and their controlled paths. Journal of the London Mathematical Society. pp. 936-981. ISSN 1469-7750
Litterer, Christian, Cass, Thomas, Driver, Bruce K. et al. (1 more author) (2016) On the integration of weakly geometric rough paths. Journal of the Mathematical Society of Japan. pp. 1505-1524. ISSN 1881-1167
Litterer, Christian, Ren, Zhenjie and Henry-Labordère, Pierre (2016) A dual algorithm for stochastic control problems : Applications to Uncertain Volatility Models and CVA. SIAM Journal on Financial Mathematics. pp. 159-182. ISSN 1945-497X