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Klaus Pötzelberger
ORCID
Publication Activity (10 Years)
Years Active: 2012-2021
Publications (10 Years): 2
Top Topics
Optimal Stopping
Monte Carlo
Stochastic Processes
Markov Chain
Top Venues
Monte Carlo Methods Appl.
Comput. Stat.
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Publications
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Sercan Gür
,
Klaus Pötzelberger
On the empirical estimator of the boundary in inverse first-exit problems.
Comput. Stat.
36 (3) (2021)
Sercan Gür
,
Klaus Pötzelberger
Sensitivity of boundary crossing probabilities of the Brownian motion.
Monte Carlo Methods Appl.
25 (1) (2019)
Klaus Pötzelberger
Improving the Monte Carlo estimation of boundary crossing probabilities by control variables.
Monte Carlo Methods Appl.
18 (4) (2012)