The Jacobi stochastic volatility model. - Damien Ackerer; Damir Filipovic; Sergio Pulido (Finance Stochastics, 2018)

Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders. - Natasa Tagasovska; Damien Ackerer; Thibault Vatter (NeurIPS, 2019)

Deep Smoothing of the Implied Volatility Surface. - Damien Ackerer; Natasa Tagasovska; Thibault Vatter (NeurIPS, 2020)

A Game-Theoretic Analysis of Cross-ledger Swaps with Packetized Payments. - Alevtina Dubovitskaya; Damien Ackerer; Jiahua Xu 002 (Financial Cryptography Workshops, 2021)

A Game-Theoretic Analysis of Cross-Chain Atomic Swaps with HTLCs. - Jiahua Xu 002; Damien Ackerer; Alevtina Dubovitskaya (ICDCS, 2021)