Cover Image

Stopping Times of Boundaries: Relaxation and Continuity

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Soner, H. Mete, Tissot-Daguette, Valentin
Format:	Preprint
Published:	2023
Subjects:	Probability 60G40, 49J45, 60G57, 68T07, 91G20
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Occupied Processes: Going with the Flow
by: Tissot-Daguette, Valentin
Published: (2023)

Pricing with Passion: The Local Occupied Volatility (LOV) Model
by: Tissot-Daguette, Valentin
Published: (2026)

Dam Management in the Era of Climate Change
by: Di Girolami, Cristina, et al.
Published: (2025)

Optimal Stopping of Branching Diffusion Processes
by: Kharroubi, Idris, et al.
Published: (2024)

Short-time behavior of the At-The-Money implied volatility for the jump-diffusion stochastic volatility Bachelier model
by: Alòs, Elisa, et al.
Published: (2025)

Stopping Times Occurring Simultaneously
by: Protter, Philip, et al.
Published: (2021)

Clark-Ocone formula for the maximum of processes with the stochastic intensity and its application
by: Tahmasebi, Mahdieh
Published: (2025)

Robust Exploratory Stopping under Ambiguity in Reinforcement Learning
by: Ye, Junyan, et al.
Published: (2025)

On the integrability of the supremum of stochastic volatility models and other martingales
by: Gerhold, Stefan, et al.
Published: (2024)

Time Deep Gradient Flow Method for pricing American options
by: Rou, Jasper
Published: (2025)

Regularity of multiplicative processes on infinite-dimensional Lie groups
by: Behme, Anita, et al.
Published: (2025)

Deep learning interpretability for rough volatility
by: Yuan, Bo, et al.
Published: (2024)

Uncertainty-Aware Deep Hedging
by: Poddar, Manan
Published: (2026)

Optimal Stopping Under Model Uncertainty in a General Setting
by: Arharas, Ihsan, et al.
Published: (2023)

In almost all shallow analytic neural network optimization landscapes, efficient minimizers have strongly convex neighborhoods
by: Benning, Felix, et al.
Published: (2025)

On the differentiability of the local time of the ($1+β$)-stable super-Brownian motion
by: Chen, Ziyi, et al.
Published: (2025)

Existence and phase structure of random inverse limit measures
by: Kleijn, B. J. K.
Published: (2024)

An exit contract optimization problem
by: He, Xihao, et al.
Published: (2021)

Rough Bergomi turns grey
by: Jacquier, Antoine, et al.
Published: (2025)

Sensitivity of causal distributionally robust optimization
by: Jiang, Yifan, et al.
Published: (2024)

Deep g-Pricing for CSI 300 Index Options with Volatility Trajectories and Market Sentiment
by: Zhang, Yilun, et al.
Published: (2026)

A time-stepping deep gradient flow method for option pricing in (rough) diffusion models
by: Papapantoleon, Antonis, et al.
Published: (2024)

Model-independent upper bounds for the prices of Bermudan options with convex payoffs
by: Hobson, David, et al.
Published: (2025)

Optimal Stopping of BSDEs with Constrained Jumps and Related Double Obstacle PDEs
by: Perninge, Magnus
Published: (2024)

Pricing and hedging for a sticky diffusion
by: Anagnostakis, Alexis
Published: (2023)

Pricing and delta computation in jump-diffusion models with stochastic intensity by Malliavin calculus
by: Ahmadi, Ayub, et al.
Published: (2024)

Poisson imbedding meets the Clark-Ocone formula
by: Hillairet, Caroline, et al.
Published: (2024)

Hitting probabilities of constrained random walks representing tandem networks
by: Sezer, Ali Devin
Published: (2021)

Fluctuations of the linear functionals for supercritical non-local branching superprocesses
by: Yang, Ting
Published: (2025)

Stopping problems with an unknown state
by: Ekström, Erik, et al.
Published: (2022)

Density of imaginary multiplicative chaos via Malliavin calculus
by: Aru, Juhan, et al.
Published: (2020)

Random neural networks for rough volatility
by: Jacquier, Antoine, et al.
Published: (2023)

Absolute continuity of non-Gaussian and Gaussian multiplicative chaos measures
by: Kim, Yujin H., et al.
Published: (2024)

Hedging in Jump Diffusion Model with Transaction Costs
by: Almani, Hamidreza Maleki, et al.
Published: (2024)

Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications
by: Anita, Stefana-Lucia, et al.
Published: (2025)

Exact solution of the ruin problem in the Cramér--Lundberg model with proportional investment
by: Promyslov, Platon, et al.
Published: (2026)

Near-Maturity Asymptotics of Critical Prices of American Put Options under Exponential Lévy Models
by: Figueroa-López, José E., et al.
Published: (2025)

Machine learning for option pricing: an empirical investigation of network architectures
by: Della Corte, Serena, et al.
Published: (2023)

On the saddle point of a zero-sum stopper vs. singular-controller game
by: Bovo, Andrea, et al.
Published: (2024)

Computing Systemic Risk Measures with Graph Neural Networks
by: Gonon, Lukas, et al.
Published: (2024)