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Finite-time high-probability bounds for Polyak-Ruppert averaged iterates of linear stochastic approximation
Durmus, Alain, (2025)
Credit Risk Meets Random Matrices : Coping with Non-Stationary Asset Correlations
Mühlbacher, Andreas, (2018)
The Jacobian of the exponential function
Magnus, Jan R., (2021)
A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
Bally, Vlad, (2005)
A quantization tree method for pricing and hedging multidimensional American options