Marcel Ladkau

According to our database, Marcel Ladkau authored at least 4 papers between 2012 and 2018.

Collaborative distances:

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

2018

Optimal Stopping Under Uncertainty in Drift and Jump Intensity.

Volker Krätschmer, Marcel Ladkau, Roger J. A. Laeven, John Schoenmakers, Mitja Stadje

Math. Oper. Res., 2018

2017

SDE Based Regression for Linear Random PDEs.

Felix Anker, Christian Bayer, Martin Eigel, Marcel Ladkau, Johannes Neumann, John Schoenmakers

SIAM J. Sci. Comput., 2017

2015

Multilevel Simulation Based Policy Iteration for Optimal Stopping-Convergence and Complexity.

Denis Belomestny, Marcel Ladkau, John Schoenmakers

SIAM/ASA J. Uncertain. Quantification, 2015

2012

Tight bounds for American options via multilevel Monte Carlo.

Denis Belomestny, Marcel Ladkau, John Schoenmakers

Proceedings of the Winter Simulation Conference, 2012