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Disambiguation of "Kolodko, Anastasia"

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Policy iteration for american options: overview.

, , and . Monte Carlo Methods Appl., 12 (5): 347-362 (2006)

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Anastasia Schneider

Einfluss von probiotischen Bakterien auf die Signalgebung dendritischer Zellen. Uni München, (2009)

Anastasia Lange

Anastasia Noglik

Anastasia Loman

Anastasia Bahr

 

Other publications of authors with the same name

Monte Carlo Greeks for Financial Products via Approximative Transition Densities., , and . SIAM J. Sci. Comput., 31 (1): 1-22 (2008)Stochastic algorithms for solving Smolouchovsky coagulation equation and applications to aerosol growth simulation., , , and . Monte Carlo Methods Appl., 2 (1): 41-88 (1996)Regression Methods for Stochastic Control Problems and Their Convergence Analysis., , and . SIAM J. Control and Optimization, 48 (5): 3562-3588 (2010)Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation., and . Math. Comput. Simul., 61 (2): 115-137 (2003)Upper Bounds for Bermudan Style Derivatives., and . Monte Carlo Methods Appl., 10 (3-4): 331-343 (2004)Stochastic Lagrangian model for spatially inhomogeneous Smoluchowski equation governing coagulating and diffusing particles., and . Monte Carlo Methods Appl., 7 (3-4): 223-228 (2001)Policy iteration for american options: overview., , and . Monte Carlo Methods Appl., 12 (5): 347-362 (2006)Monte Carlo simulation of the coagulation processes governed by Smoluchowski equation with random coefficients., and . Monte Carlo Methods Appl., 3 (4): 275-312 (1997)Enhanced policy iteration for American options via scenario selection, , and . Quantitative Finance, 8 (2): 135--146 (2008)Iterative construction of the optimal Bermudan stopping time., and . Finance and Stochastics, 10 (1): 27-49 (2006)