Optimal trade execution with uncertain volume target by Vaes, J, Hauser, R

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Estimating risks of European option books using neural-SDE market models by Cohen, SN, Reisinger, C, Wang, S

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Subsampling and other considerations for efficient risk estimation in large portfolios by Giles, MB, Haji-Ali, A-L

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Generating financial markets with signatures by Buehler, H, Horvath, B, Lyons, T, Perez, I, Wood, B

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A mixed Monte Carlo and partial differential equation variance reduction method for foreign exchange options under the Heston–Cox–Ingersoll–Ross model by Cozma, A, Reisinger, C

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