Publications

• Bourdon, A., Jourdain, B. and Andrès, H. (2026). Linear independence properties of the signature components of time-augmented stochastic processes arXiv
• Bourdon, A., Jeannin, T. (2026). Moments in Rough Bergomi and Boundary Attainment in Rough Heston arxiv
• Andrès, H., Boumezoued, A., Bourdon, A. and Jourdain, B. (2026). Approximation of stochastic insurer balance-sheet results using signatures of economic scenarios arXiv