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

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

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)