Upper Bounds for Bermudan Style Derivatives. - Anastasia Kolodko; John Schoenmakers (Monte Carlo Methods Appl., 2004)

Iterative construction of the optimal Bermudan stopping time. - Anastasia Kolodko; John Schoenmakers (Finance Stochastics, 2006)

Policy iteration for american options: overview. - Christian Bender; Anastasia Kolodko; John Schoenmakers (Monte Carlo Methods Appl., 2006)

Monte Carlo Greeks for Financial Products via Approximative Transition Densities. - Jörg Kampen; Anastasia Kolodko; John Schoenmakers (SIAM J. Sci. Comput., 2008)

Multiple stochastic volatility extension of the Libor market model and its implementation. - Denis Belomestny; Stanley Mathew; John Schoenmakers (Monte Carlo Methods Appl., 2009)

Regression Methods for Stochastic Control Problems and Their Convergence Analysis. - Denis Belomestny; Anastasia Kolodko; John Schoenmakers (SIAM J. Control. Optim., 2010)

Representations for Optimal Stopping under Dynamic Monetary Utility Functionals. - Volker Krätschmer; John Schoenmakers (SIAM J. Financial Math., 2010)

Tight bounds for American options via multilevel Monte Carlo. - Denis Belomestny; Marcel Ladkau; John Schoenmakers (WSC, 2012)

A pure martingale dual for multiple stopping. - John Schoenmakers (Finance Stochastics, 2012)

Multilevel dual approach for pricing American style derivatives. - Denis Belomestny; John Schoenmakers; Fabian Dickmann (Finance Stochastics, 2013)

Optimal Dual Martingales, Their Analysis, and Application to New Algorithms for Bermudan Products. - John Schoenmakers; Jianing Zhang; Junbo Huang (SIAM J. Financial Math., 2013)

Addendum to: Multilevel dual approach for pricing American style derivatives. - Denis Belomestny; Mark S. Joshi; John Schoenmakers (Finance Stochastics, 2015)

Multilevel Simulation Based Policy Iteration for Optimal Stopping-Convergence and Complexity. - Denis Belomestny; Marcel Ladkau; John Schoenmakers (SIAM/ASA J. Uncertain. Quantification, 2015)

Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration. - Zorana Grbac; Antonis Papapantoleon; John Schoenmakers; David Skovmand (SIAM J. Financial Math., 2015)

From Rough Path Estimates to Multilevel Monte Carlo. - Christian Bayer 001; Peter K. Friz; Sebastian Riedel 003; John Schoenmakers (SIAM J. Numer. Anal., 2016)

SDE Based Regression for Linear Random PDEs. - Felix Anker; Christian Bayer 001; Martin Eigel; Marcel Ladkau; Johannes Neumann; John Schoenmakers (SIAM J. Sci. Comput., 2017)

Optimal Stopping Under Uncertainty in Drift and Jump Intensity. - Volker Krätschmer; Marcel Ladkau; Roger J. A. Laeven; John Schoenmakers; Mitja Stadje (Math. Oper. Res., 2018)

Projected Particle Methods for Solving McKean-Vlasov Stochastic Differential Equations. - Denis Belomestny; John Schoenmakers (SIAM J. Numer. Anal., 2018)

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm. - Denis Belomestny; Maxim Kaledin; John Schoenmakers (CoRR, 2019)

Reinforced optimal control. - Christian Bayer 001; Denis Belomestny; Paul Hager; Paolo Pigato; John Schoenmakers; Vladimir G. Spokoiny (CoRR, 2020)

Optimal Stopping of McKean-Vlasov Diffusions via Regression on Particle Systems. - Denis Belomestny; John Schoenmakers (SIAM J. Control. Optim., 2020)

Randomized Optimal Stopping Algorithms and Their Convergence Analysis. - Christian Bayer 001; Denis Belomestny; Paul Hager; Paolo Pigato; John Schoenmakers (SIAM J. Financial Math., 2021)

Primal-dual regression approach for Markov decision processes with general state and action space. - Denis Belomestny; John Schoenmakers (CoRR, 2022)

Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization. - Denis Belomestny; Christian Bender; John Schoenmakers (Math. Oper. Res., 2023)

Weighted mesh algorithms for general Markov decision processes: Convergence and tractability. - Denis Belomestny; John Schoenmakers (CoRR, 2024)

Primal-Dual Regression Approach for Markov Decision Processes with General State and Action Spaces. - Denis Belomestny; John Schoenmakers (SIAM J. Control. Optim., 2024)

Weighted mesh algorithms for general Markov decision processes: Convergence and tractability. - Denis Belomestny; John Schoenmakers; Veronika Zorina (J. Complex., 2025)

Robust Multiple Stopping - A Duality Approach. - Roger J. A. Laeven; John Schoenmakers; Nikolaus Schweizer; Mitja Stadje (Math. Oper. Res., 2025)

Forward Reverse Kernel Regression for the Schrödinger bridge problem. - Denis Belomestny; John Schoenmakers (CoRR, 2025)