John Schoenmakers

Finance · 2005–2021

A researcher in the Science corpus: 3 papers; trusts 9 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it; #5,364 of 10,518 by trust here, #9,027 by citations
• Demography — 5 citations into it
• Statistics and Probability — 5 citations into it; #10,147 of 12,932 by trust here, #11,487 by citations

Whom John Schoenmakers trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Paul Glasserman
2. Francis A. Longstaff
3. Leif Andersen
4. Martin B. Haugh

Who trusts John Schoenmakers overall

1. Denis Belomestny
2. Christian Bender

Papers from John Schoenmakers's perspective

Ordered by how strongly the researchers John Schoenmakers trusts endorse each paper. Same corpus, a different order for every researcher.

1. Valuing American Options by Simulation: A Simple Least-Squares Approach
2. Monte Carlo Methods in Financial Engineering
3. Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (Management Sciences)
4. Pricing American Options: A Duality Approach (Operational Research)
5. Regression methods for pricing complex American-style options (IEEE Trans. Neural Networks)
6. A numerical scheme for BSDEs
7. Uniqueness for the signature of a path of bounded variation and the reduced path group
8. A functional extension of the Ito formula
9. Robust Libor Modelling and Pricing of Derivative Products
10. Time discretization and Markovian iteration for coupled FBSDEs

Their papers

• TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (2009) — 99 citations
• Optimal stopping with signatures (2021) — 49 citations
• Robust Libor Modelling and Pricing of Derivative Products (2005) — 71 citations