‪Valentin Tissot-Daguette‬ - ‪Google Scholar‬

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Halil Mete SonerDepartment of Operations Research and Financial Engineering, Princeton UniversityVerified email at princeton.edu
A. Max ReppenQuestrom School of BusinessVerified email at bu.edu
Mykhaylo ShkolnikovPrinceton UniversityVerified email at princeton.edu

Valentin Tissot-Daguette

Valentin Tissot-Daguette

Princeton University, Bloomberg LP

Verified email at princeton.edu - Homepage

Mathematical Finance Free Boundary Problems Stochastic Calculus


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Deep Stochastic Optimization in Finance AM Reppen, HM Soner, V Tissot-Daguette Digital Finance, 2022	17	2022
Neural optimal stopping boundary AM Reppen, HM Soner, V Tissot-Daguette arXiv preprint arXiv:2205.04595, 2022	14	2022
Functional expansions B Dupire, V Tissot-Daguette arXiv preprint arXiv:2212.13628, 2022	7	2022
Projection of Functionals and Fast Pricing of Exotic Options V Tissot-Daguette SIAM Journal on Financial Mathematics 13 (2), SC74-SC86, 2022	3	2022
Stopping times of boundaries: Relaxation and continuity HM Soner, V Tissot-Daguette arXiv preprint arXiv:2305.09766, 2023	2	2023
Deep Level-set Method for Stefan Problems M Shkolnikov, HM Soner, V Tissot-Daguette Journal of Computational Physics, 112828, 2024	1	2024
Occupied Processes: Going with the Flow V Tissot-Daguette arXiv preprint arXiv:2311.07936, 2023	1	2023

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