WIAS Preprint List: Zhu, Jia-Jie
- 3176: Mielke, Alexander; Zhu, Jia-Jie
Hellinger--Kantorovich gradient flows: Global exponential decay of entropy functionals
- 3172: Bayer, Christian; Pelizzari, Luca; Zhu, Jia-Jie
Pricing American options under rough volatility using deep-signatures and signature-kernels
- 3032: Dvurechensky, Pavel; Zhu, Jia-Jie
Kernel mirror prox and RKHS gradient flow for mixed functional Nash equilibrium
Appeared in: Proceedings of The 27th International Conference on Artificial Intelligence and Statistics, S. Dasgupta, S. Mandt, Y. Li, eds., vol. 238 of Proceedings of Machine Learning Research, 2024, pp. 2350--2358.