Fabian Bastin

Available identifiers

zbMath Open bastin.fabianMaRDI QIDQ319558

List of research outcomes

Publication	Date of Publication	Type
Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing	2022-09-02	Paper
On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling	2021-10-20	Paper
A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty	2021-06-07	Paper
Quantifying the social welfare loss in moral hazard models	2016-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q5501579	2015-08-04	Paper
Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance	2010-07-26	Paper
A retrospective trust-region method for unconstrained optimization	2010-04-15	Paper
An adaptive Monte Carlo algorithm for computing mixed logit estimators	2008-05-27	Paper
Convergence theory for nonconvex stochastic programming with an application to mixed logit	2006-09-12	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Fabian Bastin