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researcher

J. Witte

9 papers hereh-index 10286 citations26 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author2
  • last author6

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • q-fin.CP4
  • q-fin.TR3
  • math.PR1
  • q-fin.PM1
same name
  • J. Witte — 5 papers, h 3
  • J. Witte — 3 papers, h 7
  • J. Witte — 2 papers, h 4
  • J. Witte — 1 paper, h 2
  • J. Witte — 1 paper, h 2
  • J. Witte — 1 paper, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20102015
most citedOn the Use of Policy Iteration as an Easy Way of Pricing American Options

29 citations · 77 across the 9 of their papers we have counts for

collaborators
Showing 2014Show all

1 paper · 1 filter

q-fin.TR2014

A Bellman View of Jesse Livermore

Nick Polson, Jan Hendrik Witte

Richard Bellman's Principle of Optimality, formulated in 1957, is the heart of dynamic programming, the mathematical discipline which studies the optimal solution of multi-period d…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.