**Horvath, B., Jacquier, A., Muguruza, A. and Sojmark, A.**Functional central limit theorems for rough volatility

**Çetin, U. and Hok, J.**Speeding up the Euler scheme for killed diffusions**Horst, U. and Kivman, E.**Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies**Chen, K. and Wong, H.Y.**Duality in optimal consumption-investment problems with alternative data**Ackermann, J., Kruse, T. and Urusov, M.**Reducing Obizhaeva-Wang type trade execution problems to LQ stochastic control problems**Ansari, J., Lütkebohmert, E., Neufeld, A. and Sester, J.**Improved robust price bounds for multi-asset derivatives under market-implied dependence information**Arandjelovic, A., Rheinländer, T. and Shevchenko, P.V.**Importance sampling for option pricing with feedforward neural networks**Gonon, L.**Deep neural network expressivity for optimal stopping problems**Liebrich, F.**Risk sharing under heterogeneous beliefs without convexity**Friesen, M. and Karbach, S.**Stationary covariance regime for affine stochastic covariance models in Hilbert spaces**Jourdain, B. and Pages, G.**Convex ordering for stochastic Volterra equations and their Euler schemes**Benth, F.E. and Eyjolfsson, E.**Robustness of Hilbert space-valued stochastic volatility models**Bayer, C., Belomestny, D., Butkovsky, O. and Schoenmakers, J.**A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean-Vlasov models**Bernard, C., Junike, G., Lux, T. and Vanduffel, S.**Cost-efficient payoffs under model ambiguity**Abi Jaber, E. and Villeneuve, S.**Gaussian agency problems with memory and linear contracts**Costa, M., Gadat, S. and Huang, L.**CV@R penalized portfolio optimization with biased stochastic mirror descent**Mostovyi, O. and Siorpaes, P.**Pricing of contingent claims in large markets**Benth, F.E. and Sgarra, C.**A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets**Liang, Z., Liu, Y. and Zhang, L.**A framework of state-dependent utility optimization with general benchmarks**Boyarchenko, S. and Levendorskii, S.**Efficient evaluation of expectations of functions of a Lévy process and its extremum**Gairat, A. and Shcherbakov, V.**Extreme ATM skew in a local volatility model with discontinuity: joint density approach**Tangpi, L. and Wang, S.**Optimal bubble riding: A mean field game with varying entry times**Cuchiero, C., Primavera, F. and Svaluto-Ferro, S.**Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models