Person:1861517

Available identifiers

zbMath Open kolodko.anastasya-aMaRDI QIDQ1861517

List of research outcomes

Publication	Date of Publication	Type
Regression Methods for Stochastic Control Problems and Their Convergence Analysis	2010-10-20	Paper
PRICING CMS SPREAD OPTIONS IN A LIBOR MARKET MODEL	2010-05-19	Paper
Monte Carlo Greeks for Financial Products via Approximative Transition Densities	2010-03-10	Paper
Enhanced policy iteration for American options via scenario selection	2008-05-15	Paper
Policy iteration for american options: overview	2007-08-24	Paper
Iterative construction of the optimal Bermudan stopping time	2006-05-24	Paper
Upper Bounds for Bermudan Style Derivatives	2005-03-10	Paper
Stochastic particle methods for Smoluchowski coagulation equation: variance reduction and error estimations	2004-05-27	Paper
Stochastic Lagrangian model for spatially inhomogeneous Smoluchowski equation governing coagulating and diffusing particles	2003-07-22	Paper
Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation	2003-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q3152914	2002-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q4268358	1999-10-28	Paper
A stochastic method for solving Smoluchowski's coagulation equation	1999-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q4242699	1999-05-11	Paper
Convergence of a Nanbu type method for the Smoluchowski equation	1998-07-06	Paper
Monte Carlo simulation of the coagulation processes governed by Smoluchowski equation with random coefficients	1998-06-24	Paper
Stochastic algorithms for solving Smolouchovsky coagulation equation and applications to aerosol growth simulation.	1996-10-27	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Anastasia Kolodko