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Paul Hager
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Optimal stopping with signatures
C Bayer, PP Hager, S Riedel, J Schoenmakers
The Annals of Applied Probability 33 (1), 238-273, 2023
392023
Unified signature cumulants and generalized Magnus expansions
PK Friz, PP Hager, N Tapia
Forum of Mathematics, Sigma 10, e42, 2022
172022
The multiplicative chaos of H= 0 fractional Brownian fields
P Hager, E Neuman
The Annals of Applied Probability 32 (3), 2139-2179, 2022
162022
Randomized optimal stopping algorithms and their convergence analysis
C Bayer, D Belomestny, P Hager, P Pigato, J Schoenmakers
SIAM Journal on Financial Mathematics 12 (3), 1201-1225, 2021
102021
Mean‐field liquidation games with market drop‐out
G Fu, PP Hager, U Horst
Mathematical Finance 34 (4), 1123-1166, 2024
82024
A mean-field game of market entry: Portfolio liquidation with trading constraints
G Fu, PP Hager, U Horst
arXiv preprint arXiv:2403.10441, 2024
22024
Stochastic control with signatures
P Bank, C Bayer, PP Hager, S Riedel, T Nauen
arXiv preprint arXiv:2406.01585, 2024
12024
Reinforced optimal control
C Bayer, D Belomestny, P Hager, P Pigato, J Schoenmakers, V Spokoiny
arXiv preprint arXiv:2011.12382, 2020
12020
On expected signatures and signature cumulants in semimartingale models
PK Friz, PP Hager, N Tapia
arXiv preprint arXiv:2408.05085, 2024
2024
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Articles 1–9