Reinforced optimal control. - Christian Bayer 001; Denis Belomestny; Paul Hager; Paolo Pigato; John Schoenmakers; Vladimir G. Spokoiny (CoRR, 2020)

Randomized Optimal Stopping Algorithms and Their Convergence Analysis. - Christian Bayer 001; Denis Belomestny; Paul Hager; Paolo Pigato; John Schoenmakers (SIAM J. Financial Math., 2021)

Log-Modulated Rough Stochastic Volatility Models. - Christian Bayer 001; Fabian A. Harang; Paolo Pigato (SIAM J. Financial Math., 2021)