Dorival Leão

According to our database, Dorival Leão authored at least 4 papers between 2017 and 2026.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2026

Adaptive Learning via Off-Model Training and Importance Sampling for Fully Non-Markovian Optimal Stochastic Control. Complete version.

Dorival Leão, Alberto Ohashi, Simone Scotti, Adolfo M. D. da Silva

CoRR, April, 2026

2025

Sequential Regression Learning with Randomized Algorithms.

Dorival Leão, Reiko Aoki, Teh Led Red

CoRR, July, 2025

2019

Discrete-type approximations for non-Markovian optimal stopping problems: Part I.

Dorival Leão, Alberto Ohashi, Francesco Russo

J. Appl. Probab., 2019

2017

Pricing multi-asset barrier options.

Estevao Rosalino, Jack Baczynski, Dorival Leão

Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017