Fabian Dickmann
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Person:377449
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 |
|---|---|---|
| Pricing Bermudan Options via Multilevel Approximation Methods SIAM Journal on Financial Mathematics | 2015-06-26 | Paper |
| Solving Stochastic Dynamic Programs by Convex Optimization and Simulation Extraction of Quantifiable Information from Complex Systems | 2015-06-18 | Paper |
| Faster Comparison of Stopping Times by Nested Conditional Monte Carlo | 2014-02-02 | Paper |
| Multilevel dual approach for pricing American style derivatives Finance and Stochastics | 2013-11-06 | Paper |
Research outcomes over time
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