Stefan H\"afner

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Papers (5)

1. Truncated control variates for weak approximation schemes math.PR · 2017 · author #2
2. Stratified regression-based variance reduction approach for weak approximation schemes q-fin.CP · 2016 · author #2
3. Regression-based variance reduction approach for strong approximation schemes math.PR · 2016 · author #2
4. Regression-based complexity reduction of the nested Monte Carlo methods q-fin.CP · 2016 · author #2
5. Variance reduction for discretised diffusions via regression math.PR · 2015 · author #2

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Frequent Coauthors

• Denis Belomestny 5 shared papers
• Mikhail Urusov 5 shared papers
• Tigran Nagapetyan 1 shared papers