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David Šiška · Study
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Author
David Šiška
2 works
· latest 2021
· 1 institutions
cluster: provisional
ORCID 0000-0002-3474-5719
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Most cited in this library
McKean–Vlasov SDEs under measure dependent Lyapunov conditions
2021 · 97 citations
Robust Pricing and Hedging via Neural SDEs
2020 · 24 citations
Works
2 shown
McKean–Vlasov SDEs under measure dependent Lyapunov conditions
Annales de l Institut Henri Poincaré Probabilités et Statistiques
·
2021
·
3 authors
·
Open access
97
citations
Robust Pricing and Hedging via Neural SDEs
SSRN Electronic Journal
·
2020
·
5 authors
·
preprint
·
Open access
24
citations