PREPRINTS (with links):
- Cass T, Friz P: The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance (arXiv preprint) 2007
- Cass T, Qian Z, Tudor J: Non-linear evolution equations driven by rough paths (arXiv prepint) 2009.
- Cass T, Litterer C, Lyons T: Integrability and tail estimates for Gaussian rough differential equations (to appear, Annals of Probability).
- Cass T., Litterer, C.: On the error estimate for cubature on Wiener space, 2011 (to appear, Proceedings of the Edinburgh Mathematical Society).
- Cass T, Hairer M, Litterer C, Tindel S: Smoothness of the density for solutions to Gaussian rough differential equations (to appear, Annals of Probability)
- Cass , Lyons T: Interacting communities with indivdual preferences , 2013 (arXiv preprint)