Max Reppen

First name

Max

Last name

Reppen

Soner, H. Mete, Max Reppen, and Valentin Tissot-Daguette. n.d. “Neural Optimal Stopping Boundary.”

Reference Link
Soner, H. Mete, Max Reppen, and Valentin Tissot-Daguette. 2023. “Deep Stochastic Optimization in Finance”. Digital Finance 5 (1): 91-111.

Reference Link
Reppen, Max, and H. Mete Soner. n.d. “Deep Empirical Risk Minimization in Finance: Looking into the Future”. Mathematical Finance.

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Burzoni, Matteo, Vincenzo Ignazio, Max Reppen, and H. Mete Soner. 2020. “Viscosity Solutions for Controlled McKean–Vlasov Jump-Diffusions”. SIAM Journal on Control and Optimization 58 (3): 1676-99.

Reference Link
Keppo, Jussi, Max Reppen, and H. Mete Soner. 2021. “Discrete Dividend Payments in Continuous Time”. Mathematics of Operations Research 46 (3): 895-911.

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