Fabian Dickmann
From MaRDI portal
Person:377449
Available identifiers
zbMath Open dickmann.fabianMaRDI QIDQ377449
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Pricing Bermudan Options via Multilevel Approximation Methods | 2015-06-26 | Paper |
Solving Stochastic Dynamic Programs by Convex Optimization and Simulation | 2015-06-18 | Paper |
Faster Comparison of Stopping Times by Nested Conditional Monte Carlo | 2014-02-02 | Paper |
Multilevel dual approach for pricing American style derivatives | 2013-11-06 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Fabian Dickmann