Risultati della ricerca - Chee, Daniel

An Entropy Regularized BSDE Approach to Bermudan Options and Games di Frikha, Noufel, Li, Libo, Chee, Daniel

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A Monotone Limit Approach to Entropy-Regularized American Options di Chee, Daniel, Frikha, Noufel, Li, Libo

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Entropy-regularized penalization schemes and reflected BSDEs with singular generators di Chee, Daniel, Frikha, Noufel, Li, Libo

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