Authors: Egloff, Daniel Kohler, Michael Todorovic, Nebojsa

Citation: Egloff, Daniel et al., A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options, Annals of applied probability , 17(4), 2007, pp. 1138-1171

Authors: Egloff, Daniel Leippold, Markus

Citation: Egloff, Daniel et Leippold, Markus, Quantile estimation with adaptive importance sampling, Annals of statistics , 38(2), 2010, pp. 1244-1278

Authors: Egloff, Daniel

Citation: Egloff, Daniel, Monte Carlo algorithms for optimal stopping and statistical learning, Annals of applied probability , 15(2), 2005, pp. 1396-1432