Damien Ackerer

According to our database, Damien Ackerer authored at least 5 papers between 2018 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

A Game-Theoretic Analysis of Cross-Chain Atomic Swaps with HTLCs.

Jiahua Xu, Damien Ackerer, Alevtina Dubovitskaya

Proceedings of the 41st IEEE International Conference on Distributed Computing Systems, 2021

A Game-Theoretic Analysis of Cross-ledger Swaps with Packetized Payments.

Alevtina Dubovitskaya, Damien Ackerer, Jiahua Xu

Proceedings of the Financial Cryptography and Data Security. FC 2021 International Workshops, 2021

2020

Deep Smoothing of the Implied Volatility Surface.

Damien Ackerer, Natasa Tagasovska, Thibault Vatter

Proceedings of the Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, 2020

2019

Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders.

Natasa Tagasovska, Damien Ackerer, Thibault Vatter

Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019

2018

The Jacobi stochastic volatility model.

Damien Ackerer, Damir Filipovic, Sergio Pulido

Finance Stochastics, 2018