Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
LAMA
A duality approach for the weak approximation of stochastic differential equations
A penalized bandit algorithm
Connecting discrete and continuous lookback or hindsight options in exponential Lévy models
Continuity correction for barrier options in jump-diffusion models
Exercise Boundary of the American Put Near Maturity in an Exponential Lévy Model
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