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  14. Cheridito, Patrick [Author] ; Filipović, Damir [Other]; Kimmel, Robert L. [Other]

    A Note on the Dai-Singleton Canonical Representation of Affine Term Structure Models

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    [S.l.]: SSRN, [2010]

    Published in: Fisher College of Business Working Paper ; No. 2007-03-005

  19. Rossmannek, Florian [Author]; id_orcid0 000-0001-5772-5086 [Author] ; Cheridito, Patrick [Contributor]; Jentzen, Arnulf [Contributor]

    The curse of dimensionality and gradient-based training of neural networks: shrinking the gap between theory and applications

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    ETH Zurich, 2023