Fabian Dickmann
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 |
|---|---|---|
| Pricing Bermudan Options via Multilevel Approximation Methods SIAM Journal on Financial Mathematics | 2015-06-26 | Paper |
| Solving Stochastic Dynamic Programs by Convex Optimization and Simulation Extraction of Quantifiable Information from Complex Systems | 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 Finance and Stochastics | 2013-11-06 | Paper |
Research outcomes over time
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