J. H. Witte

Available identifiers

zbMath Open witte.jan-hendrikMaRDI QIDQ2264107

List of research outcomes

Publication	Date of Publication	Type
Why indexing works	2019-02-08	Paper
Deep learning for finance: deep portfolios	2019-02-08	Paper
Rejoinder to ‘Deep learning for finance: deep portfolios’	2019-02-08	Paper
Monte Carlo methods via a dual approach for some discrete time stochastic control problems	2015-03-20	Paper
The effect of nonsmooth payoffs on the penalty approximation of American options	2014-01-23	Paper
On the use of policy iteration as an easy way of pricing American options	2013-01-25	Paper
Penalty methods for the solution of discrete HJB equations -- continuous control and obstacle problems	2012-08-23	Paper
A penalty method for the numerical solution of Hamilton-Jacobi-Bellman (HJB) equations in finance	2011-09-14	Paper

Research outcomes over time

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