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researcher

D. Chee

3 papers hereh-index 15 citations8 works total

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author position
  • first author2
  • last author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.PR1
  • q-fin.CP1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

collaborators
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1 paper · 1 filter

q-fin.CP2026

A Monotone Limit Approach to Entropy-Regularized American Options

Daniel Chee, Noufel Frikha, Libo Li

Recent advances in continuous-time optimal stopping have been driven by entropy-regularized formulations of randomized stopping problems, with most existing approaches relying on p…

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