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Sallandt, Leon
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1

Pricing High-Dimensional Bermudan Options with Hierarchical..:

Bayer, Christian ; Eigel, Martin ; Sallandt, Leon.
SIAM Journal on Financial Mathematics.  14 (2023)  2 - p. 383-406 , 2023
Link: https://doi.org/10.1137/..
 
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2

Approximating Optimal feedback Controllers of Finite Horizo..:

Oster, Mathias ; Sallandt, Leon ; Schneider, Reinhold
SIAM Journal on Scientific Computing.  44 (2022)  3 - p. B746-B770 , 2022
Link: https://doi.org/10.1137/..
 
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3

Approximative Policy Iteration for Exit Time Feedback Contr..:

Fackeldey, Konstantin ; Oster, Mathias ; Sallandt, Leon.
Multiscale Modeling & Simulation.  20 (2022)  1 - p. 379-403 , 2022
Link: https://doi.org/10.1137/..
 
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4

Computing high-dimensional value functions of optimal feedb..:

Sallandt, Leon Jasper , 2022
Link: https://nbn-resolving.de..
 
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5

From continuous-time formulations to discretization schemes..:

Richter, Lorenz ; Sallandt, Leon ; Nüsken, Nikolas
http://arxiv.org/abs/2307.15496.  , 2023
Link: http://arxiv.org/abs/230..
 
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6

Pricing high-dimensional Bermudan options with hierarchical..:

Bayer, Christian ; Eigel, Martin ; Sallandt, Leon.
http://arxiv.org/abs/2103.01934.  , 2021
Link: http://arxiv.org/abs/210..
 
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7

Pricing high-dimensional Bermudan options with hierarchical..:

Bayer, Christian ; Eigel, Martin ; Sallandt, Leon.
ISSN:2198-5855.  , 2021
Link: https://oa.tib.eu/renate..
 
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8

Solving high-dimensional parabolic PDEs using the tensor tr..:

Richter, Lorenz ; Sallandt, Leon ; Nüsken, Nikolas
http://arxiv.org/abs/2102.11830.  , 2021
Link: http://arxiv.org/abs/210..
 
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9

Approximating optimal feedback controllers of finite horizo..:

Oster, Mathias ; Sallandt, Leon ; Schneider, Reinhold
http://arxiv.org/abs/2104.06108.  , 2021
Link: http://arxiv.org/abs/210..
 
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10

Approximative Policy Iteration for Exit Time Feedback Contr..:

Fackeldey, Konstantin ; Oster, Mathias ; Sallandt, Leon.
http://arxiv.org/abs/2010.04465.  , 2020
Link: http://arxiv.org/abs/201..
 
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11

Approximating the Stationary Bellman Equation by Hierarchic..:

Oster, Mathias ; Sallandt, Leon ; Schneider, Reinhold
http://arxiv.org/abs/1911.00279.  , 2019
Link: http://arxiv.org/abs/191..
 
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12

Computing high-dimensional value functions of optimal feedb..:

Sallandt, Leon Jasper
https://depositonce.tu-berlin.de/handle/11303/14013.  , 2022
Link: https://depositonce.tu-b..
 
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