2 citations · 2 across the 4 of their papers we have counts for
3 papers · 1 filter
Well-posedness of a Hamilton-Jacobi-Bellman equation in the strong coupling regime
Serena Della Corte, Richard C. Kraaij
We prove comparison principle for viscosity solutions of a Hamilton-Jacobi-Bellman equation in a strong coupling regime considering a stationary and a time-dependent version of the…
Machine learning for option pricing: an empirical investigation of network architectures
Serena Della Corte, Laurens Van Mieghem, Antonis Papapantoleon +1
We consider the supervised learning problem of learning the price of an option or the implied volatility given appropriate input data (model parameters) and corresponding output da…
Uniform Sobolev, interpolation and geometric Calderón-Zygmund inequalities for graph hypersurfaces
Serena Della Corte, Antonia Diana, Carlo Mantegazza
In this note, our aim is to show that families of smooth hypersurfaces of which are all --close enough to a fixed compact, embedded one, have uniformly bound…