Kay Giesecke
Publication record assembled from the DBLP archive of ranked conferences.
Papers indexed
6
Venues
1
Active years
2007–2020
Best venue rank
National
Where they publish
Papers
6 indexed papers, newest first.
| Year | Venue | Title | Authors |
|---|---|---|---|
| 2020 | WSC | Unbiased Simulation Estimators for Path Integrals of Diffusions. | Guanting Chen, Alexander D. Shkolnik, Kay Giesecke |
| 2019 | WSC | Unbiased Simulation Estimators for Jump-Diffusions. | Guanting Chen, Alexander D. Shkolnik, Kay Giesecke |
| 2010 | WSC | Importance sampling for indicator Markov chains. | Kay Giesecke, Alexander D. Shkolnik |
| 2009 | WSC | Rare Event Simulation for a Generalized Hawkes Process. | Xiaowei Zhang, Peter W. Glynn, Kay Giesecke, Jose H. Blanchet |
| 2008 | WSC | Simulating point processes by intensity projection. | Kay Giesecke, Hossein Kakavand, Mohammad Mousavi |
| 2007 | WSC | Estimating tranche spreads by loss process simulation. | Kay Giesecke, Baeho Kim |