REGRESSION METHODS FOR STOCHASTIC CONTROL PROBLEMS AND THEIR CONVERGENCE ANALYSIS von BELOMESTNY, Denis, KOLODKO, Anastasia, SCHOENMAKERS, John

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MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS VIA APPROXIMATIVE TRANSITION DENSITIES von KAMPEN, Jörg, KOLODKO, Anastasia, SCHOENMAKERS, John

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Iterative construction of the optimal Bermudan stopping time von Kolodko, Anastasia, Schoenmakers, John

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Enhanced policy iteration for American options via scenario selection von Bender, Christian, Kolodko, Anastasia, Schoenmakers, John

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Monte Carlo Greeks for Financial Products via Approximative Transition Densities von Kampen, Jörg, Kolodko, Anastasia, Schoenmakers, John

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PRICING CMS SPREAD OPTIONS IN A LIBOR MARKET MODEL von BELOMESTNY, DENIS, KOLODKO, ANASTASIA, SCHOENMAKERS, JOHN

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Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation von Sabelfeld, Karl, Kolodko, Anastasia

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Policy iteration for american options: overview von Bender, Christian, Kolodko, Anastasia, Schoenmakers, John

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Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation von SABELFELD, Karl, KOLODKO, Anastasia

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Monte Carlo Greeks for financial products via approximative transition densities von Kampen, Joerg, Kolodko, Anastasia, Schoenmakers, John

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Enhanced policy iteration for American options via scenario selection von Schoenmakers, John, Kolodko, Anastasia, Bender, Christian

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Monte Carlo Greeks for financial products via approximative transition densities von Kampen, Joerg, Kolodko, Anastasia, Schoenmakers, John

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