By Dr Libo Li

Preprints

Chee D; Frikha N; Li L, 2026, Entropy-regularized penalization schemes and reflected BSDEs with singular generators, http://dx.doi.org/10.48550/arxiv.2602.18078

Chee D; Frikha N; Li L, 2026, A Monotone Limit Approach to Entropy-Regularized American Options, http://dx.doi.org/10.48550/arxiv.2602.18062

Frikha N; Li L; Chee D, 2025, An Entropy Regularized BSDE Approach to Bermudan Options and Games, http://dx.doi.org/10.48550/arxiv.2509.18747

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