Short Communication: Sensitivity Analysis of an Integrated Climate-Economic Model. - Benjamin M. Bolker; Matheus R. Grasselli; Emma Holmes (SIAM J. Financial Math., 2021)

Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing. - Xuwei Yang; Anastasis Kratsios; Florian Krach; Matheus R. Grasselli; Aurélien Lucchi (CoRR, 2023)