Luca Pelizzari
- Primal and dual optimal stopping with signatures
2023/12/06 by Christian Bayer, Bayer, Christian, Luca Pelizzari +3 · 9 citations
Decision Sciences · Economics, Econometrics and Finance · Health Professions · #60L10 #60L20 #91G20 #91G60 #Auction Theory and Applications #FOS: Economics and business #FOS: Mathematics #Healthcare Operations and Scheduling Optimization #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Stochastic processes and financial applications
- Expected signatures via partial integration, coordinate change and symmetrization
2026/07/31 by Paul P. Hager, Luca Pelizzari
Mathematics · #math.PR #msc:60L10 #msc:60L70 #msc:60L20 #msc:93E20