Narrow search
Showing 1 - 4 of 4
Cover Image
Robust libor modelling and pricing of derivative products
Schoenmakers, John - 2005
Persistent link: https://www.econbiz.de/10001984160
Cover Image
Fast valuation of financial derivates
Schoenmakers, John - 1996
Persistent link: https://www.econbiz.de/10000954752
Cover Image
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
Cover Image
Multilevel dual approach for pricing American style derivates
Belomestny, Denis; Schoenmakers, John; Dickmann, Fabian - In: Finance and stochastics 17 (2013) 4, pp. 717-742
Persistent link: https://www.econbiz.de/10010190883