Deep level-set method for Stefan problems
Shkolnikov, Mykhaylo, Mete Soner, H., Tissot-Daguette, Valentin
Published in Journal of computational physics (15.04.2024)
Published in Journal of computational physics (15.04.2024)
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Journal Article
Deep Stochastic Optimization in Finance
Reppen, A Max, Soner, H Mete, Tissot-Daguette, Valentin
Published in IDEAS Working Paper Series from RePEc (01.01.2022)
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Published in IDEAS Working Paper Series from RePEc (01.01.2022)
Paper
Neural Optimal Stopping Boundary
Reppen, A Max, Soner, H Mete, Tissot-Daguette, Valentin
Published in IDEAS Working Paper Series from RePEc (01.01.2022)
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Published in IDEAS Working Paper Series from RePEc (01.01.2022)
Paper