Marcel Ladkau

Publication Activity (10 Years)

Years Active: 2012-2018
Publications (10 Years): 2

Top Topics

Brownian Motion

Optimal Stopping

Infinite Horizon

Top Venues

SIAM/ASA J. Uncertain. Quantification

Math. Oper. Res.

SIAM J. Sci. Comput.

Publications

Volker Krätschmer, Marcel Ladkau, Roger J. A. Laeven, John Schoenmakers, Mitja Stadje
Optimal Stopping Under Uncertainty in Drift and Jump Intensity. Math. Oper. Res. 43 (4) (2018)
Felix Anker, Christian Bayer, Martin Eigel, Marcel Ladkau, Johannes Neumann, John Schoenmakers
SDE Based Regression for Linear Random PDEs. SIAM J. Sci. Comput. 39 (3) (2017)
Denis Belomestny, Marcel Ladkau, John Schoenmakers
Multilevel Simulation Based Policy Iteration for Optimal Stopping-Convergence and Complexity. SIAM/ASA J. Uncertain. Quantification 3 (1) (2015)
Denis Belomestny, Marcel Ladkau, John Schoenmakers
Tight bounds for American options via multilevel Monte Carlo. WSC (2012)