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ENTITY Andrea Della Vecchia

Andrea Della Vecchia

PulseAugur coverage of Andrea Della Vecchia — every cluster mentioning Andrea Della Vecchia across labs, papers, and developer communities, ranked by signal.

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  1. TOOL · CL_280501 ·

    New Framework for Stochastic Optimal Control and Option Pricing

    This paper delves into the theoretical underpinnings of stochastic optimal control in discrete time, proposing a novel dynamic programming framework. It introduces methods for estimating the value function using nonpara…