Items where Author is "Søjmark, Andreas"

Number of items: 3.
Article
  • Contagious McKean–Vlasov problems with common noise:from smooth to singular feedback through hitting times. (2025) Hambly, Ben and Petronilia, Aldaïr and Reisinger, Christoph and Rigger, Stefan and Søjmark, Andreas picture_as_pdf
  • At the mercy of the common noise: blow-ups in a conditional McKean–Vlasov Problem. Ledger, Sean and Søjmark, Andreas picture_as_pdf
  • Functional central limit theorems for rough volatility. Horvath, Blanka and Jacquier, Antoine and Muguruza, Aitor and Søjmark, Andreas picture_as_pdf