Valentin Tissot‐Daguette
- Neural Optimal Stopping Boundary
2022/05/09 by A. Max Reppen, H. Meté Soner, Reppen, A. Max +3 · 9 citations
Economics, Econometrics and Finance · #Stochastic processes and financial applications
- Stopping Times of Boundaries: Relaxation and Continuity
2023/05/16 by H. Meté Soner, Soner, H. Mete, Valentin Tissot‐Daguette +1 · 4 citations
Economics, Econometrics and Finance · #Stochastic processes and financial applications
- Deep Stochastic Optimization in Finance
2022/05/09 by A. Max Reppen, Reppen, A. Max, H. Meté Soner +3 · 3 citations
Economics, Econometrics and Finance · #Stochastic processes and financial applications
- Controlled Occupied Processes and Viscosity Solutions
2024/11/18 by H. Meté Soner, Soner, H. Mete, Valentin Tissot‐Daguette +3 · 1 citation
Computer Science · Economics, Econometrics and Finance · #35K55 #35R15 #49L12 #60J55 #93E20 #Analysis of PDEs (math.AP) #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Stochastic processes and financial applications