WIAS Preprint List: Breneis, Simon

• 3045: Bayer, Christian; Breneis, Simon
  Efficient option pricing in the rough Heston model using weak simulation schemes
  
• 3044: Bayer, Christian; Breneis, Simon
  Weak Markovian approximations of rough Heston
  
• 3013: Bayer, Christian; Breneis, Simon; Lyons, Terry
  An adaptive algorithm for rough differential equations
  
• 2868: Bayer, Christian; Breneis, Simon
  Markovian approximations of stochastic Volterra equations with the fractional kernel
  Appeared in: Quant. Finance, 23 (2023), pp. 53--70 (published online on 24.11.2022), DOI 10.1080/14697688.2022.2139193 .