Robust pricing and hedging via neural SDEs. - Patryk Gierjatowicz; Marc Sabate Vidales; David Siska; Lukasz Szpruch; Zan Zuric (CoRR, 2020)

Deep Hedging under Rough Volatility. - Blanka Horvath; Josef Teichmann; Zan Zuric (CoRR, 2021)

Large and moderate deviations for importance sampling in the Heston model. - Marc Geha; Antoine Jacquier; Zan Zuric (Ann. Oper. Res., 2024)