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Kolodko, Anastasia's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
428 |
Total
Citations
2 |
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Kampen, Joerg Weierstrass Institute for Applied Analysis and Stochastics Kolodko, Anastasia Weierstras Institute for Applied Analysis and Stochastics (WIAS) Schoenmakers, John Weierstras Institute for Applied Analysis and Stochastics (WIAS)
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15 Feb 07
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Last Revised:
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15 Feb 08
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282
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Financial Derivatives, sensitivities, Monte-Carlo methods, WKB expansions
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2.
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Belomestny, Denis Weierstras Institute for Applied Analysis and Stochastics (WIAS) Kolodko, Anastasia Weierstras Institute for Applied Analysis and Stochastics (WIAS) Schoenmakers, John Weierstras Institute for Applied Analysis and Stochastics (WIAS)
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96
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2
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optimal control, dynamic programming, regression estimator, Monte Carlo simulation
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Kolodko, Anastasia Weierstras Institute for Applied Analysis and Stochastics (WIAS) Sabelfeld, Karl affiliation not provided to SSRN
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50
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Stochastic particle methods, Smoluchowski equation, variance reduction, coagulation-fragmentation process
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4.
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Schoenmakers, John Weierstras Institute for Applied Analysis and Stochastics (WIAS) Kolodko, Anastasia Weierstras Institute for Applied Analysis and Stochastics (WIAS) Belomestny, Denis Weierstras Institute for Applied Analysis and Stochastics (WIAS)
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08 Jun 10
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Last Revised:
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09 Jun 10
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CMS spread option, Margrabes formula, Libor market model
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Records 1 -
4
of 4 matches
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1
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