Deep Stochastic Optimization in Finance AM Reppen, HM Soner, V Tissot-Daguette Digital Finance, 2022 | 23 | 2022 |
Neural optimal stopping boundary AM Reppen, HM Soner, V Tissot-Daguette arXiv preprint arXiv:2205.04595, 2022 | 18 | 2022 |
Functional expansions B Dupire, V Tissot-Daguette arXiv preprint arXiv:2212.13628, 2022 | 10 | 2022 |
Stopping times of boundaries: Relaxation and continuity HM Soner, V Tissot-Daguette arXiv preprint arXiv:2305.09766, 2023 | 5 | 2023 |
Projection of Functionals and Fast Pricing of Exotic Options V Tissot-Daguette SIAM Journal on Financial Mathematics 13 (2), SC74-SC86, 2022 | 5 | 2022 |
Deep level-set method for Stefan problems M Shkolnikov, HM Soner, V Tissot-Daguette Journal of Computational Physics 503, 112828, 2024 | 2 | 2024 |
Occupied processes: Going with the flow V Tissot-Daguette arXiv preprint arXiv:2311.07936, 2023 | 2 | 2023 |
Free Boundaries, Functional Expansions, and Occupied Processes VL Tissot-Daguette Princeton University, 2024 | | 2024 |