Browsen in EconStor gesamt nach Autor:innen Schoenmakers, John G. M.
Zeige Ergebnisse 1 bis 6 von 6
| Erscheinungsjahr | Titel | Autor:innen |
| 2006 | A jump-diffusion Libor model and its robust calibration | Belomestny, Denis; Schoenmakers, John G. M. |
| 2006 | Forward and reverse representations for Markov chains | Milstein, Grigori N.; Schoenmakers, John G. M.; Spokoiny, Vladimir |
| 2007 | Sensitivities for Bermudan options by regression methods | Belomestny, Denis; Milstein, Grigori N.; Schoenmakers, John G. M. |
| 2007 | A stochastic volatility libor model and its robust calibration | Belomestny, Denis; Matthew, Stanley; Schoenmakers, John G. M. |
| 2009 | Representations for optimal stopping under dynamic monetary utility functionals | Krätschmer, Volker; Schoenmakers, John G. M. |
| 2009 | Regression methods for stochastic control problems and their convergence analysis | Belomestny, Denis; Kolodko, Anastasia; Schoenmakers, John G. M. |
