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Robust libor modelling and pricing of derivative products
Schoenmakers, John - 2005
Persistent link: https://www.econbiz.de/10001984160
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Tractable hedging with additional hedge instruments
Branger, Nicole; Mahayni, Antje - In: Review of derivatives research 14 (2011) 1, pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
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Market and counterparty credit risk : selected computational and managerial aspects
Schwake, Daniel - 2016
Persistent link: https://www.econbiz.de/10012384955
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The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
Mahayni, Antje; Muck, Matthias - In: Review of derivatives research 20 (2017) 3, pp. 281-308
Persistent link: https://www.econbiz.de/10011936007
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Minimum return rate guarantees under default risk : optimal design of quantile guarantees
Mahayni, Antje; Lubos, Oliver; Offermann, Sascha - In: Review of managerial science : RMS 15 (2021) 7, pp. 1821-1848
Persistent link: https://www.econbiz.de/10012659881
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Fast valuation of financial derivates
Schoenmakers, John - 1996
Persistent link: https://www.econbiz.de/10000954752
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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
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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