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Gaussian moving averages, semimartingales and option pricing. Stochastic Processes and their Applications, 109 (1): 47--68 (January 2004)Coherent and convex monetary risk measures for unbounded càdlàg processes., , and . Finance and Stochastics, 9 (3): 369-387 (2005)Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences., , , and . Math. Oper. Res., 41 (1): 174-195 (2016)A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions., , , and . J. Complex., (2022)An efficient Monte Carlo scheme for Zakai equations., , , , and . CoRR, (2022)Non-convergence of stochastic gradient descent in the training of deep neural networks., , and . J. Complex., (2021)A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions., , , and . CoRR, (2021)Efficient Sobolev approximation of linear parabolic PDEs in high dimensions., and . CoRR, (2023)Computation of conditional expectations with guarantees., and . CoRR, (2021)Pricing and Hedging in Affine Models with Possibility of Default., and . SIAM J. Financial Math., 3 (1): 328-350 (2012)