Thomas Gerstner

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Thomas Gerstner

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
Multilevel Monte Carlo learning	2021-02-17	Paper
Convergence of Milstein Brownian bridge Monte Carlo methods and stable Greeks calculation	2019-06-26	Paper
Randomized multilevel quasi-Monte Carlo path simulation Recent Developments in Computational Finance	2013-09-24	Paper
Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance Insurance Mathematics & Economics	2009-06-10	Paper
A general asset-liability management model for the efficient simulation of portfolios of life insurance policies Insurance Mathematics & Economics	2009-01-28	Paper
Valuation of performance-dependent options in a Black-Scholes framework	2008-07-29	Paper
Valuation of Performance‐Dependent Options Applied Mathematical Finance	2008-05-22	Paper
Dimension-adaptive tensor-product quadrature Computing	2003-11-04	Paper
scientific article; zbMATH DE number 1754550 (Why is no real title available?)	2002-06-12	Paper
Numerical integration using sparse grids Numerical Algorithms	1999-09-29	Paper

Research outcomes over time

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