Anastasia Kolodko

According to our database, Anastasia Kolodko authored at least 10 papers between 1996 and 2010.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2010

Regression Methods for Stochastic Control Problems and Their Convergence Analysis.

Denis Belomestny, Anastasia Kolodko, John Schoenmakers

SIAM J. Control. Optim., 2010

2008

Monte Carlo Greeks for Financial Products via Approximative Transition Densities.

Jörg Kampen, Anastasia Kolodko, John Schoenmakers

SIAM J. Sci. Comput., 2008

2006

Policy iteration for american options: overview.

Christian Bender, Anastasia Kolodko, John Schoenmakers

Monte Carlo Methods Appl., 2006

Iterative construction of the optimal Bermudan stopping time.

Anastasia Kolodko, John Schoenmakers

Finance Stochastics, 2006

2004

Upper Bounds for Bermudan Style Derivatives.

Anastasia Kolodko, John Schoenmakers

Monte Carlo Methods Appl., 2004

2003

Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation.

Karl Sabelfeld, Anastasia Kolodko

Math. Comput. Simul., 2003

Stochastic particle methods for Smoluchowski coagulation equation: variance reduction and error estimations.

Anastasia Kolodko, Karl Sabelfeld

Monte Carlo Methods Appl., 2003

2001

Stochastic Lagrangian model for spatially inhomogeneous Smoluchowski equation governing coagulating and diffusing particles.

Anastasia Kolodko, Karl K. Sabelfeld

Monte Carlo Methods Appl., 2001

1997

Monte Carlo simulation of the coagulation processes governed by Smoluchowski equation with random coefficients.

Karl K. Sabelfeld, Anastasia Kolodko

Monte Carlo Methods Appl., 1997

1996

Stochastic algorithms for solving Smolouchovsky coagulation equation and applications to aerosol growth simulation.

Karl K. Sabelfeld, S. V. Rogasinsky, Anastasia Kolodko, Alexander I. Levykin

Monte Carlo Methods Appl., 1996