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Mike Ludkovski
University of California Santa Barbara - Santa Barbara / United States
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1832869
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Mike Ludkovski's MOST POPULAR ARTICLES
1-)
Practical heteroscedastic Gaussian process modeling for large simulation experimentsM Binois, RB Gramacy, M LudkovskiJournal of Computational and Graphical Statistics 27 (4), 808-821, 20182312018
2-)
Valuation of energy storage: An optimal switching approachR Carmona, M LudkovskiQuantitative finance 10 (4), 359-374, 20102262010
3-)
Liquidation in limit order books with controlled intensityE Bayraktar, M LudkovskiMathematical Finance 24 (4), 627-650, 20141542014
4-)
Replication or exploration? Sequential design for stochastic simulation experimentsM Binois, J Huang, RB Gramacy, M LudkovskiTechnometrics 61 (1), 7-23, 20191462019
5-)
Pricing asset scheduling flexibility using optimal switchingR Carmona, M LudkovskiApplied Mathematical Finance 15 (5-6), 405-447, 20081392008
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