Dirichlet Forms and Finite Element Methods for the SABR Model. - Blanka Horvath; Oleg Reichmann (SIAM J. Financial Math., 2018)

Asymptotic behaviour of randomised fractional volatility models. - Blanka Horvath; Antoine Jacquier; Chloé Lacombe (J. Appl. Probab., 2019)

A Data-driven Market Simulator for Small Data Environments. - Hans Bühler; Blanka Horvath; Terry J. Lyons; Imanol Pérez Arribas; Ben Wood (CoRR, 2020)

Volatility Options in Rough Volatility Models. - Blanka Horvath; Antoine Jacquier; Peter Tankov (SIAM J. Financial Math., 2020)

Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes. - Cristopher Salvi; Maud Lemercier; Chong Liu; Blanka Horvath; Theodoros Damoulas; Terry J. Lyons (NeurIPS, 2021)

Deep Hedging under Rough Volatility. - Blanka Horvath; Josef Teichmann; Zan Zuric (CoRR, 2021)

Clustering Market Regimes using the Wasserstein Distance. - Blanka Horvath; Zacharia Issa; Aitor Muguruza Gonzalez (CoRR, 2021)

Model-Agnostic Pricing of Exotic Derivatives Using Signatures. - Andrew Alden; Carmine Ventre; Blanka Horvath; Gordon Lee (ICAIF, 2022)

Non-adversarial training of Neural SDEs with signature kernel scores. - Zacharia Issa; Blanka Horvath; Maud Lemercier; Cristopher Salvi (NeurIPS, 2023)

Reality Only Happens Once: Single-Path Generalization Bounds for Transformers. - Yannick Limmer; Anastasis Kratsios; Xuwei Yang; Raeid Saqur; Blanka Horvath (CoRR, 2024)

Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models. - Raeid Saqur; Anastasis Kratsios; Florian Krach; Yannick Limmer; Jacob-Junqi Tian; John Willes; Blanka Horvath; Frank Rudzicz (CoRR, 2024)

Scalable Signature-Based Distribution Regression via Reference Sets. - Andrew Alden; Carmine Ventre; Blanka Horvath (CoRR, 2024)

Filtered not Mixed: Filtering-Based Online Gating for Mixture of Large Language Models. - Raeid Saqur; Anastasis Kratsios; Florian Krach; Yannick Limmer; Blanka Horvath; Frank Rudzicz (ICLR, 2025)

Signature Maximum Mean Discrepancy Two-Sample Statistical Tests. - Andrew Alden; Blanka Horvath; Zacharia Issa (CoRR, 2025)

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling. - Hans Buehler; Blanka Horvath; Yannick Limmer; Thorsten Schmidt (CoRR, 2025)

Kernel Learning for Mean-Variance Trading Strategies. - Owen Futter; Nicola Muca Cirone; Blanka Horvath (CoRR, 2025)