Konstantinos Manolarakis

Available identifiers

zbMath Open manolarakis.konstantinosMaRDI QIDQ2448691

List of research outcomes

Publication	Date of Publication	Type
Second order discretization of backward SDEs and simulation with the cubature method	2014-05-05	Paper
Cubature Methods and Applications	2013-09-11	Paper
Solving backward stochastic differential equations using the cubature method: Application to nonlinear pricing	2013-05-14	Paper
Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing	2013-01-25	Paper
Probabilistic methods for semilinear partial differential equations. Applications to finance	2010-10-12	Paper
On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights	2010-07-08	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: Konstantinos Manolarakis