![]() | ![]() |
| 2010 | ||
|---|---|---|
| 4 | Denis Belomestny, Anastasia Kolodko, John Schoenmakers: Regression Methods for Stochastic Control Problems and Their Convergence Analysis. SIAM J. Control and Optimization 48(5): 3562-3588 (2010) | |
| 2008 | ||
| 3 | Jörg Kampen, Anastasia Kolodko, John Schoenmakers: Monte Carlo Greeks for Financial Products via Approximative Transition Densities. SIAM J. Scientific Computing 31(1): 1-22 (2008) | |
| 2006 | ||
| 2 | Anastasia Kolodko, John Schoenmakers: Iterative construction of the optimal Bermudan stopping time. Finance and Stochastics 10(1): 27-49 (2006) | |
| 2003 | ||
| 1 | Karl Sabelfeld, Anastasia Kolodko: Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation. Mathematics and Computers in Simulation 61(2): 115-137 (2003) | |
| 1 | Denis Belomestny | [4] |
| 2 | Jörg Kampen | [3] |
| 3 | Karl Sabelfeld | [1] |
| 4 | John Schoenmakers | [2] [3] [4] |
Colors in the list of coauthors
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