Tigran Nagapetyan

Publication Activity (10 Years)

Years Active: 2013-2017
Publications (10 Years): 3

Top Topics

Monte Carlo Method

Approximation Methods

Top Venues

SIAM Conf. on Control and its Applications

SIAM/ASA J. Uncertain. Quantification

SIAM J. Financial Math.

Publications

Louis J. M. Aslett, Tigran Nagapetyan, Sebastian J. Vollmer
Multilevel Monte Carlo for Reliability Theory. Reliab. Eng. Syst. Saf. 165 (2017)
Sadegh Esmaeil Zadeh Soudjani, Rupak Majumdar, Tigran Nagapetyan
Multilevel Monte Carlo Method for Statistical Model Checking of Hybrid Systems. CoRR (2017)
Sadegh Esmaeil Zadeh Soudjani, Rupak Majumdar, Tigran Nagapetyan
Multilevel Monte Carlo Method for Statistical Model Checking of Hybrid Systems. QEST (2017)
Denis Belomestny, Fabian Dickmann, Tigran Nagapetyan
Pricing Bermudan Options via Multilevel Approximation Methods. SIAM J. Financial Math. 6 (1) (2015)
Michael B. Giles, Tigran Nagapetyan, Klaus Ritter
Multilevel Monte Carlo Approximation of Distribution Functions and Densities. SIAM/ASA J. Uncertain. Quantification 3 (1) (2015)
Nadir Bayramov, Tigran Nagapetyan, René Pinnau
Fast Optimal Control of Asymmetric Flow Field Flow Fractionation Processes. SIAM Conf. on Control and its Applications (2013)