Tigran Nagapetyan

According to our database, Tigran Nagapetyan authored at least 5 papers between 2013 and 2017.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2017

Multilevel Monte Carlo for Reliability Theory.

Louis J. M. Aslett, Tigran Nagapetyan, Sebastian J. Vollmer

Reliab. Eng. Syst. Saf., 2017

Multilevel Monte Carlo Method for Statistical Model Checking of Hybrid Systems.

Sadegh Esmaeil Zadeh Soudjani, Rupak Majumdar, Tigran Nagapetyan

Proceedings of the Quantitative Evaluation of Systems - 14th International Conference, 2017

2015

Pricing Bermudan Options via Multilevel Approximation Methods.

Denis Belomestny, Fabian Dickmann, Tigran Nagapetyan

SIAM J. Financial Math., 2015

Multilevel Monte Carlo Approximation of Distribution Functions and Densities.

Michael B. Giles, Tigran Nagapetyan, Klaus Ritter

SIAM/ASA J. Uncertain. Quantification, 2015

2013

Fast Optimal Control of Asymmetric Flow Field Flow Fractionation Processes.

Nadir Bayramov, Tigran Nagapetyan, René Pinnau

Proceedings of the SIAM Conference on Control and its Applications, 2013