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researcher

M. Kohler

23 papers hereh-index 274.9k citations157 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author15
  • middle author5
  • last author3

Across the 23 of 23 papers where every author was matched, so the position is known.

fields
  • math.ST14
  • stat.ML6
  • cs.LG1
  • eess.SY1
  • math.PR1
same name
  • M. Kohler — 13 papers, h 43
  • M. Kohler — 9 papers, h 10
  • M. Kohler — 4 papers, h 3
  • M. Kohler — 2 papers, h 3
  • M. Kohler — 2 papers, h 37
  • M. Kohler — 1 paper, h 6

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedA dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options

66 citations · 124 across the 22 of their papers we have counts for

collaborators
Showing 2013Show all

1 paper · 1 filter

math.ST2013★ 1 cited

On data-based optimal stopping under stationarity and ergodicity

Michael Kohler, Harro Walk

The problem of optimal stopping with finite horizon in discrete time is considered in view of maximizing the expected gain. The algorithm proposed in this paper is completely nonpa…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.