Journeys in Mathematical Landscapes: Genius or Craft?
Lane, L
Martin, U
Murray-Rust, D
Pease, A
Tanswell, F
Proof Technology in Mathematics Research and Teaching
volume 14
197-212
(02 Oct 2019)
Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains
Picarelli, A
Reisinger, C
Arto, J
(30 Oct 2017)
High-order filtered schemes for time-dependent second order HJB equations
Bokanowski, O
Picarelli, A
Reisinger, C
(15 Nov 2016)
Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations
Bokanowski, O
Picarelli, A
Reisinger, C
(20 Feb 2018)
Probabilistic error analysis for some approximation schemes to optimal control problems
Picarelli, A
Reisinger, C
(10 Oct 2018)
Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems
Jakobsen, E
Picarelli, A
Reisinger, C
(04 Jan 2019)
Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems
Picarelli, A
Reisinger, C
(04 Jan 2020)
Deep xVA Solver – A Neural Network Based Counterparty Credit Risk Management Framework
Gnoatto, A
Reisinger, C
Picarelli, A
(01 Jan 2020)
Deep xVA solver -- A neural network based counterparty credit risk management framework
Gnoatto, A
Picarelli, A
Reisinger, C
(06 May 2020)
Donald Macfarlane (1930 - 2019)
Baker, A
Bowman, C
Acarologia
volume 60
issue 1
196-199
(28 Feb 2020)