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Valentin Tissot-Daguette
Valentin Tissot-Daguette
Bloomberg LP
在 princeton.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Deep Stochastic Optimization in Finance
AM Reppen, HM Soner, V Tissot-Daguette
Digital Finance, 2022
232022
Neural optimal stopping boundary
AM Reppen, HM Soner, V Tissot-Daguette
arXiv preprint arXiv:2205.04595, 2022
182022
Functional expansions
B Dupire, V Tissot-Daguette
arXiv preprint arXiv:2212.13628, 2022
102022
Stopping times of boundaries: Relaxation and continuity
HM Soner, V Tissot-Daguette
arXiv preprint arXiv:2305.09766, 2023
52023
Projection of Functionals and Fast Pricing of Exotic Options
V Tissot-Daguette
SIAM Journal on Financial Mathematics 13 (2), SC74-SC86, 2022
52022
Deep level-set method for Stefan problems
M Shkolnikov, HM Soner, V Tissot-Daguette
Journal of Computational Physics 503, 112828, 2024
22024
Occupied processes: Going with the flow
V Tissot-Daguette
arXiv preprint arXiv:2311.07936, 2023
22023
Free Boundaries, Functional Expansions, and Occupied Processes
VL Tissot-Daguette
Princeton University, 2024
2024
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