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20092026
most citedGlobally optimal parameter estimates for nonlinear diffusions

3 citations · 4 across the 6 of their papers we have counts for

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math.NA2026

Low-rank kernel methods for American option pricing

Michael Multerer, Paul Schneider, Chiara Segala

We propose a scalable and theoretically grounded low-rank conditional expectation model for recursive Monte Carlo optimal stopping problems, in particular American option pricing.…