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 |
|---|---|---|
| Multi-asset American options and parallel quantization Methodology and Computing in Applied Probability | 2013-09-20 | Paper |
| How to speed up the quantization tree algorithm with an application to swing options Quantitative Finance | 2011-04-29 | Paper |
| Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function Journal of Applied Probability | 2008-02-15 | Paper |
| Sequential entry and exit decisions with an ergodic performance criterion Stochastics | 2006-09-04 | Paper |
Research outcomes over time
This page was built for person: Anne Laure Bronstein
