Fabian Bastin

Available identifiers

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
Bias evaluation and reduction for sample-path optimization	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

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