Publications
. “Multiarmed bandits problem under the mean-variance setting”. European Journal of Operational Research 324 (2025): 168-182. https://www.sciencedirect.com/science/article/pii/S0377221725002085.
. “On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models”. SIAM Journal on Financial Mathematics (Accepted). https://arxiv.org/abs/2504.09276.
. “Sample Path Properties of the Fractional Wiener-–Weierstrass Bridge”. Bernoulli (Accepted). https://arxiv.org/abs/2411.05204.
. “Robust Faber–Schauder approximation based on discrete observations of an antiderivative”. Mathematics of Operations Research (Accepted). http://arxiv.org/abs/2211.11907.
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