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Quantitative finance
SFB 649 Discussion Papers
699
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Primaldual linear Monte Carlo algorithm for multiple stoppingan application to flexible caps
BALDER, SVEN
;
MAHAYNI, ANTJE
;
SCHOENMAKERS, JOHN
- In:
Quantitative finance
13
(
2013
)
7
,
pp. 1003-1013
Persistent link: https://www.econbiz.de/10010141819
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2
Dynamic programming for optimal stopping via pseudo-regression
Bayer, Christian
;
Redmann, Martin
;
Schoenmakers, John
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10012424631
Saved in:
3
From optimal martingales to randomized dual optimal stopping
Belomestny, Denis
;
Schoenmakers, John
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1099-1113
Persistent link: https://www.econbiz.de/10014321666
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