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Disambiguation of "Schoenmakers, John"

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Monte Carlo Greeks for Financial Products via Approximative Transition Densities.

, , and . SIAM J. Sci. Comput., 31 (1): 1-22 (2008)

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John Schoenmakers

John Schoenmakers

Hartmut Schoenmakers

Carla Schoenmakers

Henri Schoenmakers

 

Other publications of authors with the same name

From structural assumptions to a link between assets and interest rates, , and . Journal of Economic Dynamics and Control, 31 (2): 593--612 (February 2007)Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration., , , and . SIAM J. Financial Math., 6 (1): 984-1025 (2015)Policy iteration for american options: overview., , and . Monte Carlo Methods Appl., 12 (5): 347-362 (2006)Multilevel dual approach for pricing American style derivatives., , and . Finance and Stochastics, 17 (4): 717-742 (2013)SDE Based Regression for Linear Random PDEs., , , , , and . SIAM J. Sci. Comput., (2017)Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm., , and . CoRR, (2019)Monte Carlo Greeks for Financial Products via Approximative Transition Densities., , and . SIAM J. Sci. Comput., 31 (1): 1-22 (2008)Projected Particle Methods for Solving McKean-Vlasov Stochastic Differential Equations., and . SIAM J. Numerical Analysis, 56 (6): 3169-3195 (2018)Multilevel Simulation Based Policy Iteration for Optimal Stopping-Convergence and Complexity., , and . SIAM/ASA J. Uncertain. Quantification, 3 (1): 460-483 (2015)From Rough Path Estimates to Multilevel Monte Carlo., , , and . SIAM J. Numer. Anal., 54 (3): 1449-1483 (2016)