Author of the publication

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations., , , and . SIAM J. Sci. Comput., (2014)Low-dimensional approximations of high-dimensional asset price models., , and . CoRR, (2020)Reinforced optimal control., , , , , and . CoRR, (2020)Ontology-based specification and generation of search queries for post-market surveillance., , , , , , , , , and 8 other author(s). J. Biomed. Semant., 10 (1): 9:1-9:13 (2019)Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats., , , and . SIAM J. Financial Math., 14 (2): 383-406 (June 2023)A Data Analytics Framework for Business in Small and Medium-Sized Organizations., , , and . KES-IDT (2), volume 73 of Smart Innovation, Systems and Technologies, page 169-181. Springer, (2017)Randomized optimal stopping algorithms and their convergence analysis., , , , and . CoRR, (2020)Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities., , and . CoRR, (2020)Adaptive weak approximation of reflected and stopped diffusions., , and . Monte Carlo Methods Appl., 16 (1): 1-67 (2010)SDE Based Regression for Linear Random PDEs., , , , , and . SIAM J. Sci. Comput., (2017)