Local polynomial estimation of the intensity of a doubly stochastic Poisson process with bandwidth selection procedure
We consider a doubly stochastic Poisson process with stochastic intensit...
Deep combinatorial optimisation for optimal stopping time problems and stochastic impulse control. Application to swing options pricing and fixed transaction costs options hedg
A new method for stochastic control based on neural networks and using r...
Thomas Deschatreis this you? claim profile