Digital society and capitalism
- 期刊名称Palgrave Communications
- 作者Grimshaw, Mike
- 卷第3卷
- 期第1期
- 电子ISSN2055-1045
- 文件大小200.73KB
- 发表时间2017-12
- DOI10.1057/s41599-017-0020-5
Sensitivities for Bermudan options by regression methodsDenis Belomestny; G. N. Milstein; John Schoenmakers · 2010
Holomorphic transforms with application to affine processesDenis Belomestny; Jörg Kampen; John Schoenmakers · 2009
Optimal Stopping via Pathwise Dual Empirical MaximisationBelomestny, Denis; Hildebrand, Roland; Schoenmakers, John · Applied Mathematics & Optimization · 2017
Multilevel dual approach for pricing American style derivativesDenis Belomestny, John Schoenmakers, Fabian Dickmann · 2013
Statistical Skorohod embedding problem: Optimality and asymptotic normalityBelomestny, Denis; Schoenmakers, John · Statistics & Probability Letters · 2015
A jump-diffusion Libor model and its robust calibrationBelomestny, Denis; Schoenmakers, John · Quantitative Finance · 2011
Advanced Simulation-Based Methods for Optimal Stopping and Control ||Belomestny, Denis; Schoenmakers, John · 2018
PRICING CMS SPREAD OPTIONS IN A LIBOR MARKET MODELBELOMESTNY, DENIS; KOLODKO, ANASTASIA; SCHOENMAKERS, JOHN · International Journal of Theoretical and Applied Finance · 2010