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Valentin Tissot‐Daguette

Observed names: Tissot-Daguette, Valentin, Valentin Tissot-Daguette
ORCID: 0000-0001-5132-1785
Observed ORCID: 0000-0001-5132-1785
OpenAlex ID: A5013056807
Neural optimal stopping boundary
2024 · Andres Max Reppen, Halil Mete Soner, et al. · Mathematical Finance · 37
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Deep stochastic optimization in finance
2022 · A. Max Reppen, H. Mete Soner, et al. · Digital Finance · 34
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Functional Expansions
2022 · Dupire, Bruno, Tissot-Daguette, Valentin · RePEc: Research Papers in Economics · 22
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Deep Level-Set Method for Stefan Problems
2023 · Mykhaylo Shkolnikov, H. Mete Soner, et al. · Journal of Computational Physics · 7
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Controlled Occupied Processes and Viscosity Solutions
2024 · Soner, H. Mete, Tissot-Daguette, Valentin, et al. · arXiv (Cornell University) · 6
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Occupied processes: Going with the flow
2026 · Valentin Tissot-Daguette · Stochastic Processes and their Applications · 5
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Stopping Times of Boundaries: Relaxation and Continuity
2025 · H. Mete Soner, Valentin Tissot-Daguette · SIAM Journal on Control and Optimization · 5
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Bid--Ask Martingale Optimal Transport
2026 · Liang, Bryan, Nutz, Marcel, et al. · arXiv (Cornell University) · 4
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Short Communication: Projection of Functionals and Fast Pricing of Exotic Options
2022 · Valentin Tissot-Daguette · SIAM Journal on Financial Mathematics · 2
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Cylindrical Projections of Occupied Diffusions
2026 · Tissot-Daguette, Valentin, Zhang, Xin · arXiv (Cornell University) · 1
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An Elementary Proof of the Hambly-Lyons Uniqueness Theorem
2026 · Schachermayer, Walter, Teichmann, Josef, et al. · arXiv (Cornell University)
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Pricing with Passion: The Local Occupied Volatility (LOV) Model
2026 · Valentin Tissot-Daguette · The Journal of FinTech
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Signature and the Functional Taylor Expansion
2025 · Bruno Dupire, Valentin Tissot-Daguette · Springer finance
Works count: 14
Citation count: 123
H-index: 5
I10-index: 3
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