default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDPatrick Cheridito
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2023
[j16]Christian Beck, Sebastian Becker, Patrick Cheridito
, Arnulf Jentzen, Ariel Neufeld:
An efficient Monte Carlo scheme for Zakai equations. Commun. Nonlinear Sci. Numer. Simul. 126: 107438 (2023)- [j15]Patrick Cheridito, Balint Gersey:
Computation of Conditional Expectations with Guarantees. J. Sci. Comput. 95(1): 12 (2023) - [i13]Patrick Cheridito, Florian Rossmannek:
Efficient Sobolev approximation of linear parabolic PDEs in high dimensions. CoRR abs/2306.16811 (2023) - 2022
- [j14]Patrick Cheridito, Arnulf Jentzen, Adrian Riekert, Florian Rossmannek:
A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions. J. Complex. 72: 101646 (2022) - [j13]Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek:
Landscape Analysis for Shallow Neural Networks: Complete Classification of Critical Points for Affine Target Functions. J. Nonlinear Sci. 32(5): 64 (2022) - [j12]Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek:
Efficient Approximation of High-Dimensional Functions With Neural Networks. IEEE Trans. Neural Networks Learn. Syst. 33(7): 3079-3093 (2022) - [i12]Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek:
Gradient descent provably escapes saddle points in the training of shallow ReLU networks. CoRR abs/2208.02083 (2022) - [i11]Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Ariel Neufeld:
An efficient Monte Carlo scheme for Zakai equations. CoRR abs/2210.13530 (2022) - 2021
- [j11]Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek:
Non-convergence of stochastic gradient descent in the training of deep neural networks. J. Complex. 64: 101540 (2021) - [j10]Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Ariel Neufeld:
Deep Splitting Method for Parabolic PDEs. SIAM J. Sci. Comput. 43(5): A3135-A3154 (2021) - [i10]Patrick Cheridito, Arnulf Jentzen, Adrian Riekert, Florian Rossmannek:
A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions. CoRR abs/2102.09924 (2021) - [i9]Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek:
Landscape analysis for shallow ReLU neural networks: complete classification of critical points for affine target functions. CoRR abs/2103.10922 (2021) - [i8]Patrick Cheridito, Balint Gersey:
Computation of conditional expectations with guarantees. CoRR abs/2112.01804 (2021) - [i7]Pierfrancesco Beneventano, Patrick Cheridito, Robin Graeber, Arnulf Jentzen, Benno Kuckuck:
Deep neural network approximation theory for high-dimensional functions. CoRR abs/2112.14523 (2021) - 2020
- [i6]Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek:
Non-convergence of stochastic gradient descent in the training of deep neural networks. CoRR abs/2006.07075 (2020) - [i5]Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Ariel Neufeld:
Deep learning based numerical approximation algorithms for stochastic partial differential equations and high-dimensional nonlinear filtering problems. CoRR abs/2012.01194 (2020) - [i4]Pierfrancesco Beneventano, Patrick Cheridito, Arnulf Jentzen, Philippe von Wurstemberger:
High-dimensional approximation spaces of artificial neural networks and applications to partial differential equations. CoRR abs/2012.04326 (2020)
2010 – 2019
- 2019
- [j9]Sebastian Becker, Patrick Cheridito, Arnulf Jentzen:
Deep Optimal Stopping. J. Mach. Learn. Res. 20: 74:1-74:25 (2019) - [i3]Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Ariel Neufeld:
Deep splitting method for parabolic PDEs. CoRR abs/1907.03452 (2019) - [i2]Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Timo Welti:
Solving high-dimensional optimal stopping problems using deep learning. CoRR abs/1908.01602 (2019) - [i1]Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek:
Efficient approximation of high-dimensional functions with deep neural networks. CoRR abs/1912.04310 (2019) - 2017
- [j8]Patrick Cheridito, Michael Kupper, Ludovic Tangpi:
Duality Formulas for Robust Pricing and Hedging in Discrete Time. SIAM J. Financial Math. 8(1): 738-765 (2017) - 2016
- [j7]Patrick Cheridito, Ulrich Horst, Michael Kupper, Traian A. Pirvu:
Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences. Math. Oper. Res. 41(1): 174-195 (2016) - 2012
- [j6]Patrick Cheridito, Ashkan Nikeghbali, Eckhard Platen:
Processes of Class Sigma, Last Passage Times, and Drawdowns. SIAM J. Financial Math. 3(1): 280-303 (2012) - [j5]Patrick Cheridito, Alexander Wugalter:
Pricing and Hedging in Affine Models with Possibility of Default. SIAM J. Financial Math. 3(1): 328-350 (2012)
2000 – 2009
- 2006
- [j4]Patrick Cheridito, Christopher Summer:
Utility maximization under increasing risk aversion in one-period models. Finance Stochastics 10(1): 147-158 (2006) - [j3]Patrick Cheridito, Freddy Delbaen, Michael Kupper:
Coherent and convex monetary risk measures for unbounded càdlàg processes. Finance Stochastics 10(3): 427-448 (2006) - 2005
- [j2]Patrick Cheridito, Freddy Delbaen, Michael Kupper:
Coherent and convex monetary risk measures for unbounded càdlàg processes. Finance Stochastics 9(3): 369-387 (2005) - 2003
- [j1]Patrick Cheridito:
Arbitrage in fractional Brownian motion models. Finance Stochastics 7(4): 533-553 (2003)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-10-07 21:25 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
