Anastasia Kolodko

Publication Activity (10 Years)

Years Active: 1996-2010
Publications (10 Years): 0

Publications

Denis Belomestny, Anastasia Kolodko, John Schoenmakers
Regression Methods for Stochastic Control Problems and Their Convergence Analysis. SIAM J. Control. Optim. 48 (5) (2010)
Jörg Kampen, Anastasia Kolodko, John Schoenmakers
Monte Carlo Greeks for Financial Products via Approximative Transition Densities. SIAM J. Sci. Comput. 31 (1) (2008)
Christian Bender, Anastasia Kolodko, John Schoenmakers
Policy iteration for american options: overview. Monte Carlo Methods Appl. 12 (5) (2006)
Anastasia Kolodko, John Schoenmakers
Iterative construction of the optimal Bermudan stopping time. Finance Stochastics 10 (1) (2006)
Anastasia Kolodko, John Schoenmakers
Upper Bounds for Bermudan Style Derivatives. Monte Carlo Methods Appl. 10 (3-4) (2004)
Anastasia Kolodko, Karl Sabelfeld
Stochastic particle methods for Smoluchowski coagulation equation: variance reduction and error estimations. Monte Carlo Methods Appl. 9 (4) (2003)
Karl Sabelfeld, Anastasia Kolodko
Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation. Math. Comput. Simul. 61 (2) (2003)
Anastasia Kolodko, Karl K. Sabelfeld
Stochastic Lagrangian model for spatially inhomogeneous Smoluchowski equation governing coagulating and diffusing particles. Monte Carlo Methods Appl. 7 (3-4) (2001)
Karl K. Sabelfeld, Anastasia Kolodko
Monte Carlo simulation of the coagulation processes governed by Smoluchowski equation with random coefficients. Monte Carlo Methods Appl. 3 (4) (1997)
Karl K. Sabelfeld, S. V. Rogasinsky, Anastasia Kolodko, Alexander I. Levykin
Stochastic algorithms for solving Smolouchovsky coagulation equation and applications to aerosol growth simulation. Monte Carlo Methods Appl. 2 (1) (1996)