Browsing by Author Bender, Christian

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Issue DateTitleAuthor(s)
2011Dual representations for general multiple stopping problemsBender, Christian; Schoenmakers, John G. M.; Zhang, Jianing
2006No-arbitrage pricing beyond semimartingalesBender, Christian; Sottinen, Tommi; Valkeila, Esko
2006Time discretization and Markovian iteration for coupled FBSDEsBender, Christian; Zhang, Jianfeng
2006True upper bounds for Bermudan products via non-nested Monte CarloBelomestny, Denis; Bender, Christian; Schoenmakers, John G. M.
Showing results 1 to 4 of 4