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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
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Solvability and numerical simulation of BSDEs related to BSPDEs with applications to utility maximization
Imkeller, Peter
;
Réveillac, Anthony
;
Zhang, Jianing
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 635-667
Persistent link: https://www.econbiz.de/10009298518
Saved in:
2
Systematic generation of parametric correlation structures for the LIBOR market model
Schoenmakers, John
;
Coffey, Brian
- In:
International journal of theoretical and applied finance
6
(
2003
)
5
,
pp. 507-519
Persistent link: https://www.econbiz.de/10001787582
Saved in:
3
A new Monte Carlo method for American options
Milʹstejn, Grigorij N.
;
Reiß, O.
;
Schoenmakers, John
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 591-614
Persistent link: https://www.econbiz.de/10002171485
Saved in:
4
Pricing CMS spread options in a Libor market model
Belomestny, Denis
;
Kolodko, Anastasia
;
Schoenmakers, John
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 45-62
Persistent link: https://www.econbiz.de/10008860424
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