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Showing results 1 to 6 of 6

Year of Publication	Title	Author(s)
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.

Showing results 1 to 6 of 6