Anastasia Kolodko

Available identifiers

zbMath Open kolodko.anastasya-aMaRDI QIDQ1861517

List of research outcomes

Publication	Date of Publication	Type
Regression Methods for Stochastic Control Problems and Their Convergence Analysis	2010-10-20	Paper
PRICING CMS SPREAD OPTIONS IN A LIBOR MARKET MODEL	2010-05-19	Paper
Monte Carlo Greeks for Financial Products via Approximative Transition Densities	2010-03-10	Paper
Enhanced policy iteration for American options via scenario selection	2008-05-15	Paper
Policy iteration for american options: overview	2007-08-24	Paper
Iterative construction of the optimal Bermudan stopping time	2006-05-24	Paper
Upper Bounds for Bermudan Style Derivatives	2005-03-10	Paper
Stochastic particle methods for Smoluchowski coagulation equation: variance reduction and error estimations	2004-05-27	Paper
Stochastic Lagrangian model for spatially inhomogeneous Smoluchowski equation governing coagulating and diffusing particles	2003-07-22	Paper
Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation	2003-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q3152914	2002-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q4268358	1999-10-28	Paper
A stochastic method for solving Smoluchowski's coagulation equation	1999-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q4242699	1999-05-11	Paper
Convergence of a Nanbu type method for the Smoluchowski equation	1998-07-06	Paper
Monte Carlo simulation of the coagulation processes governed by Smoluchowski equation with random coefficients	1998-06-24	Paper
Stochastic algorithms for solving Smolouchovsky coagulation equation and applications to aerosol growth simulation.	1996-10-27	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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