A closed-form sample size correction k^(α, β, t0) for always-valid inference that achieves target power within ~3pp in Gaussian simulations across three boundary families and saves 8-20% versus the last-point rule.
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A matrix approximation technique computes Bachelier option prices and Greeks under stochastic volatility models for infinitely many strikes from finite expectations.
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A closed-form sample size correction for always-valid inference with optional stopping
A closed-form sample size correction k^(α, β, t0) for always-valid inference that achieves target power within ~3pp in Gaussian simulations across three boundary families and saves 8-20% versus the last-point rule.
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Matrix Approximation of Bachelier Option Prices and Greeks under Stochastic Volatility models
A matrix approximation technique computes Bachelier option prices and Greeks under stochastic volatility models for infinitely many strikes from finite expectations.