Anne Laure Bronstein
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Multi-asset American options and parallel quantization Methodology and Computing in Applied Probability | 2013-09-20 | Paper |
| How to speed up the quantization tree algorithm with an application to swing options Quantitative Finance | 2011-04-29 | Paper |
| Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function Journal of Applied Probability | 2008-02-15 | Paper |
| Sequential entry and exit decisions with an ergodic performance criterion Stochastics | 2006-09-04 | Paper |
Research outcomes over time
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