This paper is concerned with the solution of the optimal stopping problem associated to the value of American options driven by continuous-time Markov chains. The valuefunction of an American option ...

As proposed by Irle and Gani in 2001, a process X is said to be slower in level crossing than a process Y if it takes X stochastically longer to exceed any given level than it does Y. In this paper, ...

The ability to deal with unseen objects in a zero-shot manner makes machine learning models very attractive for applications in robotics, allowing robots to enter previously unseen environments and ...