John Schoenmakers

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Christian Bender

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Publications

2023
[j20]
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  - journals/mor/BelomestnyBS23
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  - https://dblp.org/rec/journals/mor/BelomestnyBS23
Denis Belomestny, Christian Bender, John Schoenmakers:
Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization. Math. Oper. Res. 48(3): 1454-1480 (2023)
2006
[j2]
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  - journals/mcma/BenderKS06
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Christian Bender, Anastasia Kolodko, John Schoenmakers:
Policy iteration for american options: overview. Monte Carlo Methods Appl. 12(5): 347-362 (2006)

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