Thomas Gerstner

Available identifiers

zbMath Open gerstner.thomasMaRDI QIDQ998284

List of research outcomes

Publication	Date of Publication	Type
Multilevel Monte Carlo learning	2021-02-17	Paper
Convergence of Milstein Brownian bridge Monte Carlo methods and stable Greeks calculation	2019-06-26	Paper
Randomized multilevel quasi-Monte Carlo path simulation	2013-09-24	Paper
Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance	2009-06-10	Paper
A general asset-liability management model for the efficient simulation of portfolios of life insurance policies	2009-01-28	Paper
Valuation of performance-dependent options in a Black-Scholes framework	2008-07-29	Paper
Valuation of Performance‐Dependent Options	2008-05-22	Paper
Dimension-adaptive tensor-product quadrature	2003-11-04	Paper
https://portal.mardi4nfdi.de/entity/Q4534947	2002-06-12	Paper
Numerical integration using sparse grids	1999-09-29	Paper

Research outcomes over time

This page was built for person: Thomas Gerstner