2006 | ||
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2 | EE | Anastasia Kolodko, John Schoenmakers: Iterative construction of the optimal Bermudan stopping time. Finance and Stochastics 10(1): 27-49 (2006) |
2003 | ||
1 | EE | Karl Sabelfeld, Anastasia Kolodko: Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation. Mathematics and Computers in Simulation 61(2): 115-137 (2003) |
1 | Karl Sabelfeld | [1] |
2 | John Schoenmakers | [2] |