A unified theory of volume, volatility and impact
By Mathieu Rosenbaum
Dynamic universal approximation and optimal control for path-dependent systems via signature SDEs
By Christa Cuchiero
Explicit characterization and backward construction of superhedging prices with transaction costs
By Amal Omrani
Optimal mean-field coarse-correlated equilibriaa linear-programming and no-regret approach
By Luciano Campi