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Author Title Type [ Year(Desc)]
2025
Han, Xiyue , and Alexander Schied. The roughness exponent and its model-free estimation. Annals of Applied Probability 35, no. 2 (2025): 1049-1082. https://arxiv.org/abs/2111.10301.
Hu, Hongda , Arthur Charpentier, Mario Ghossoub, and Alexander Schied. 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.

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