Scenario generation for market risk models using generative neural networks. - Solveig Flaig; Gero Junike (CoRR, 2021)

Precise option pricing by the COS method - How to choose the truncation range. - Gero Junike; Konstantin Pankrashkin (Appl. Math. Comput., 2022)

On the number of terms in the COS method for European option pricing. - Gero Junike (Numerische Mathematik, 2024)

Batch normalization does not improve initialization. - Joris Dannemann; Gero Junike (CoRR, 2025)