Paul Hager

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Mean-field liquidation games with market drop-out
Mathematical Finance
2024-11-20Paper
Optimal stopping with signatures
The Annals of Applied Probability
2023-06-05Paper
Reinforced optimal control
Communications in Mathematical Sciences
2022-12-13Paper
The multiplicative chaos of \(H=0\) fractional Brownian fields
The Annals of Applied Probability
2022-09-05Paper
Unified signature cumulants and generalized Magnus expansions
Forum of Mathematics, Sigma
2022-06-13Paper
Randomized Optimal Stopping Algorithms and Their Convergence Analysis
SIAM Journal on Financial Mathematics
2021-11-05Paper
Unified Signature Cumulants and Generalized Magnus Expansions
(available as arXiv preprint)
2021-02-05Paper


Research outcomes over time


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