Jan Hendrik Witte

Available identifiers

zbMath Open witte.jan-hendrikMaRDI QIDQ2264107

List of research outcomes

Publication	Date of Publication	Type
Deep learning for finance: deep portfolios	2019-02-08	Paper
Rejoinder to ‘Deep learning for finance: deep portfolios’	2019-02-08	Paper
Why indexing works	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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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