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Disambiguation of "Schoenmakers, John"

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Upper Bounds for Bermudan Style Derivatives.

, and . Monte Carlo Methods Appl., 10 (3-4): 331-343 (2004)

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John Schoenmakers

John Schoenmakers

Hartmut Schoenmakers

Henri Schoenmakers

Heinrich 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)Multilevel dual approach for pricing American style derivatives., , and . Finance and Stochastics, 17 (4): 717-742 (2013)Policy iteration for american options: overview., , and . Monte Carlo Methods Appl., 12 (5): 347-362 (2006)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)From Rough Path Estimates to Multilevel Monte Carlo., , , and . SIAM J. Numer. Anal., 54 (3): 1449-1483 (2016)Monte Carlo Greeks for Financial Products via Approximative Transition Densities., , and . SIAM J. Sci. Comput., 31 (1): 1-22 (2008)Randomized Optimal Stopping Algorithms and Their Convergence Analysis., , , , and . SIAM J. Financial Math., 12 (3): 1201-1225 (2021)Primal-dual regression approach for Markov decision processes with general state and action space., and . CoRR, (2022)