Anastasia Kolodko

Statistics

Publications

Citations

318

H-Index

Active since

1996

Affiliations

Weierstrass Institute for Applied Analysis and Stochastics(Current)

Institute of Computational Mathematics and Mathematical Geophysics

Technische Universität Braunschweig

Anastasia Kolodko is an author at Weierstrass Institute for Applied Analysis and Stochastics specializing in stochastic processes, mathematics, and business.

Publications per year

1996–2010

Publications

Iterative construction of the optimal Bermudan stopping time

Anastasia Kolodko, John Schoenmakers · Finance and Stochastics · 2005 · 82 citations

Natural Sciences, Mathematics, Markov Decision Processes +10

Regression Methods for Stochastic Control Problems and Their Convergence Analysis

Denis Belomestny, Anastasia Kolodko, John Schoenmakers · SIAM Journal on Control and Optimization · 2010 · 56 citations

Business, Finance, Mathematics +17

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

Karl K. Sabelfeld, S. V. Rogasinsky, Anastasia Kolodko et al. · Monte Carlo Methods and Applications · 1996 · 36 citations

Business, Computational Engineering, Computational Physics +16

A stochastic method for solving Smoluchowski's coagulation equation

Anastasia Kolodko, Karl K. Sabelfeld, Wolfgang Wagner · Mathematics and Computers in Simulation · 1999 · 30 citations

Engineering, Mathematics, Differential Equations +13

Upper Bounds for Bermudan Style Derivatives

Anastasia Kolodko, John Schoenmakers · Monte Carlo Methods and Applications · 2004 · 30 citations

Business, Finance, Mathematics +14

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