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Representations for optimal st...
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Schoenmakers, John
86
Krätschmer, Volker
69
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40
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11
Kolodko, Anastasia
11
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Chapman & Hall/CRC financial mathematics series
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CreditRisk+ in the banking industry
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Decisions in Economics and Finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Insurance: Mathematics and Economics
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International Journal of Portfolio Analysis and Management
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of Economic Dynamics and Control
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101
Fast valuation of financial derivates
Schoenmakers, John
-
1996
Persistent link: https://www.econbiz.de/10000954752
Saved in:
102
Dual representations for general multiple stopping problems
Bender, Christian
;
Schoenmakers, John
;
Zhang, Jianing
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 339-370
Persistent link: https://www.econbiz.de/10011350619
Saved in:
103
Advanced simulation-based methods for optimal stopping and control : with applications in finance
Belomestny, Denis
;
Schoenmakers, John
-
2018
Persistent link: https://www.econbiz.de/10011779646
Saved in:
104
Option pricing in affine generalized Merton models
Bayer, Christian
;
Schoenmakers, John
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 219-239)
.
2016
Persistent link: https://www.econbiz.de/10011800363
Saved in:
105
Generalized Post-Widder inversion formula with application to statistiscs
Belomestny, Denis
;
Mai, Hilmar
;
Schoenmakers, John
-
2015
Persistent link: https://www.econbiz.de/10011443256
Saved in:
106
Numerically stable computation of CreditRisk+
Haaf, Hermann
;
Reiß, Oliver
;
Schoenmakers, John
- In:
CreditRisk+ in the banking industry
,
(pp. 69-77)
.
2004
Persistent link: https://www.econbiz.de/10002108694
Saved in:
107
Endogenous interest rate dynamics in asset markets
Reiß, Oliver
(
contributor
);
Schoenmakers, John
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593794
Saved in:
108
Lognormal approximations to Libor market models
Kurbanmuradov, O.
;
Sabelfeld, K.
;
Schoenmakers, John
- In:
The journal of computational finance
6
(
2002
)
1
,
pp. 69-100
Persistent link: https://www.econbiz.de/10001704745
Saved in:
109
Fast valuation of financial derivatives
Schoenmakers, John
;
Heemink, A. W.
- In:
The journal of computational finance
1
(
1997
)
1
,
pp. 47-62
Persistent link: https://www.econbiz.de/10001633173
Saved in:
110
Stable implied calibration of a multi-factor LIBOR model via semi-parametric correlation structure
Schoenmakers, John
(
contributor
);
Coffey, Brian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544421
Saved in:
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