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20192026
most citedValuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement

2 citations · 6 across the 20 of their papers we have counts for

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math.OC2026

Solving Linear-Quadratic Stochastic Control Problems with Signatures

Alif Aqsha, Peter Bank, Leandro Sánchez-Betancourt

We study a signature-driven numerical scheme to solve multi-dimensional linear-quadratic (LQ) stochastic control problems. Using that linear signature functionals are dense in the…