2 citations · 2 across the 1 of their papers we have counts for
2 papers
cs.LG2021
Contextual Bandits with Sparse Data in Web setting
Björn H Eriksson
This paper is a scoping study to identify current methods used in handling sparse data with contextual bandits in web settings. The area is highly current and state of the art meth…
q-fin.CP2008★ 2 cited
A method of moments approach to pricing double barrier contracts driven by a general class of jump diffusions
Bjorn Eriksson, Martijn Pistorius
We present the method of moments approach to pricing barrier-type options when the underlying is modelled by a general class of jump diffusions. By general principles the option pr…