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)

Monte Carlo simulation of the coagulation processes governed by Smoluchowski equation with random coefficients. - Karl K. Sabelfeld; Anastasia Kolodko (Monte Carlo Methods Appl., 1997)

Stochastic Lagrangian model for spatially inhomogeneous Smoluchowski equation governing coagulating and diffusing particles. - Anastasia Kolodko; Karl K. Sabelfeld (Monte Carlo Methods Appl., 2001)

Stochastic particle methods for Smoluchowski coagulation equation: variance reduction and error estimations. - Anastasia Kolodko; Karl Sabelfeld (Monte Carlo Methods Appl., 2003)

Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation. - Karl Sabelfeld; Anastasia Kolodko (Math. Comput. Simul., 2003)

Upper Bounds for Bermudan Style Derivatives. - Anastasia Kolodko; John Schoenmakers (Monte Carlo Methods Appl., 2004)

Iterative construction of the optimal Bermudan stopping time. - Anastasia Kolodko; John Schoenmakers (Finance Stochastics, 2006)

Policy iteration for american options: overview. - Christian Bender; Anastasia Kolodko; John Schoenmakers (Monte Carlo Methods Appl., 2006)

Monte Carlo Greeks for Financial Products via Approximative Transition Densities. - Jörg Kampen; Anastasia Kolodko; John Schoenmakers (SIAM J. Sci. Comput., 2008)

Regression Methods for Stochastic Control Problems and Their Convergence Analysis. - Denis Belomestny; Anastasia Kolodko; John Schoenmakers (SIAM J. Control. Optim., 2010)