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)
Lectures on Scattering Amplitudes via AdS/CFT
Alday, L
(07 Apr 2008)
Some analytic results for two-loop scattering amplitudes
Alday, L
(06 Sep 2010)
Universal structure of subleading infrared poles at strong coupling
Alday, L
(25 Apr 2009)