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 |
|---|---|---|
| Regression-based complexity reduction of the nested Monte Carlo methods SIAM Journal on Financial Mathematics | 2018-08-10 | Paper |
| Regression-based variance reduction approach for strong approximation schemes (available as arXiv preprint) | 2018-03-08 | Paper |
| Truncated control variates for weak approximation schemes ESAIM: Proceedings and Surveys | 2018-03-07 | Paper |
| Variance reduction for discretised diffusions via regression Journal of Mathematical Analysis and Applications | 2017-11-02 | Paper |
Research outcomes over time
This page was built for person: Stefan Häfner
