Damien Ackerer

Publication Activity (10 Years)

Years Active: 2018-2021
Publications (10 Years): 9

Top Topics

Generative Model

Theoretic Analysis

Top Venues

Finance Stochastics

Financial Cryptography Workshops

Publications

Alevtina Dubovitskaya, Damien Ackerer, Jiahua Xu
A Game-Theoretic Analysis of Cross-ledger Swaps with Packetized Payments. Financial Cryptography Workshops (2021)
Jiahua Xu, Damien Ackerer, Alevtina Dubovitskaya
A Game-Theoretic Analysis of Cross-Chain Atomic Swaps with HTLCs. ICDCS (2021)
Alevtina Dubovitskaya, Damien Ackerer, Jiahua Xu
A Game-Theoretic Analysis of Cross-Ledger Swaps with Packetized Payments. CoRR (2021)
Damien Ackerer, Natasa Tagasovska, Thibault Vatter
Deep Smoothing of the Implied Volatility Surface. NeurIPS (2020)
Jiahua Xu, Damien Ackerer, Alevtina Dubovitskaya
A Game-Theoretic Analysis of Cross-Chain Atomic Swaps with HTLCs. CoRR (2020)
Natasa Tagasovska, Damien Ackerer, Thibault Vatter
Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders. NeurIPS (2019)
Natasa Tagasovska, Damien Ackerer, Thibault Vatter
Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders. CoRR (2019)
Damien Ackerer, Natasa Tagasovska, Thibault Vatter
Deep Smoothing of the Implied Volatility Surface. CoRR (2019)
Damien Ackerer, Damir Filipovic, Sergio Pulido
The Jacobi stochastic volatility model. Finance Stochastics 22 (3) (2018)