66 citations
2 papers
cs.CL2025
The Linguistic Architecture of Reflective Thought: Evaluation of a Large Language Model as a Tool to Isolate the Formal Structure of Mentalization
Stefano Epifani, Giuliano Castigliego, Laura Kecskemeti +2
Background: Mentalization integrates cognitive, affective, and intersubjective components. Large Language Models (LLMs) display an increasing ability to generate reflective texts,…
math.PR2007★ 66 cited
A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options
Daniel Egloff, Michael Kohler, Nebojsa Todorovic
Under the assumption of no-arbitrage, the pricing of American and Bermudan options can be casted into optimal stopping problems. We propose a new adaptive simulation based algorith…