Short Communication: Projection of Functionals and Fast Pricing of Exotic Options. - Valentin Tissot-Daguette (SIAM J. Financial Math., 2022)

Deep level-set method for Stefan problems. - Mykhaylo Shkolnikov; H. Mete Soner; Valentin Tissot-Daguette (J. Comput. Phys., 2024)