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Fabian Dickmann
Publication Activity (10 Years)
Years Active: 2013-2015
Publications (10 Years): 0
Top Topics
Belief State
Black Scholes Model
Denoising
Option Pricing
Top Venues
Finance Stochastics
SIAM J. Financial Math.
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Publications
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Denis Belomestny
,
Fabian Dickmann
,
Tigran Nagapetyan
Pricing Bermudan Options via Multilevel Approximation Methods.
SIAM J. Financial Math.
6 (1) (2015)
Denis Belomestny
,
John Schoenmakers
,
Fabian Dickmann
Multilevel dual approach for pricing American style derivatives.
Finance Stochastics
17 (4) (2013)