John G. M. Schoenmakers

Enhanced policy iteration for American options via scenario selection

Anastasia Kolodko, Christian Bender, J. Schoenmakers, 2008 .

Regression based duality approach to optimal control with application to hydro electricity storage

Roland Hildebrand, Fabian Dickmann, R. Hildebrand, 2016 .

Simulation of conditional diffusions via forward-reverse stochastic representations

Christian Bayer, John G. M. Schoenmakers, 2013 .

Systematic Generation of Parametric Correlation Structures for the LIBOR Market Model

J. Schoenmakers, John G. M. Schoenmakers, Brian Coffey, 2003 .

An iterative algorithm for multiple stopping: Convergence and stability

Christian Bender, John G. M. Schoenmakers, 2004 .

Numerically Stable Computation of CreditRisk

John G. M. Schoenmakers, Oliver Reiß, Hermann Haaf, 2004 .

A jump-diffusion Libor model and its robust calibration

Denis Belomestny, D. Belomestny, J. Schoenmakers, 2010 .