On the Stochastic Magnus Expansion and Its Application to SPDEs. - Kevin Kamm; Stefano Pagliarani; Andrea Pascucci (J. Sci. Comput., 2021)

A novel approach to rating transition modelling via Machine Learning and SDEs on Lie groups. - Kevin Kamm; Michelle Muniz (CoRR, 2022)

Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups. - Kevin Kamm; Michelle Muniz (CoRR, 2022)

On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making. - Christian-Oliver Ewald; Kevin Kamm (CoRR, 2023)

Numerical solution of kinetic SPDEs via stochastic Magnus expansion. - Kevin Kamm; Stefano Pagliarani; Andrea Pascucci (Math. Comput. Simul., 2023)