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 |
|---|---|---|
| Second order discretization of backward SDEs and simulation with the cubature method The Annals of Applied Probability | 2014-05-05 | Paper |
| Second order discretization of backward SDEs and simulation with the cubature method The Annals of Applied Probability | 2014-05-05 | Paper |
| Cubature methods and applications Lecture Notes in Mathematics | 2013-09-11 | Paper |
| Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing Progress in Analysis and Its Applications | 2013-05-14 | Paper |
| Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing SIAM Journal on Financial Mathematics | 2013-01-25 | Paper |
| Probabilistic methods for semilinear partial differential equations. Applications to finance ESAIM: Mathematical Modelling and Numerical Analysis | 2010-10-12 | Paper |
| On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights Stochastic Processes and their Applications | 2010-07-08 | Paper |
Research outcomes over time
This page was built for person: Konstantinos Manolarakis
