Information about:
Johannes M. Schumacher

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage: http://center.uvt.nl/staff/schumach/
Postal Address:
Phone:

Affiliation

• Departement Econometrie & Operations Research (Department of Econometrics and Operations Research)
  Faculteit der Economische Wetenschappen (Faculty of Economics and Business Administration)
  Universiteit van Tilburg

  Location: Tilburg, Netherlands
  Homepage: http://www.tilburguniversity.nl/faculties/feb/organisation/dept/eor/
  Email:
  Phone: +31 13 466 2430
  Fax: +31 13 466 3280
  Postal: PO Box 90153, 5000 LE Tilburg
  Handle: RePEc:edi:exkubnl (registered authors at this institution)

• CentER for Economic Research
  Universiteit van Tilburg

  Location: Tilburg, Netherlands
  Homepage: http://center.uvt.nl/
  Email:
  Phone: 31 13 4663050
  Fax: 31 13 4663066
  Postal: P.O. Box 90153, 5000 LE Tilburg
  Handle: RePEc:edi:cekubnl (registered authors at this institution)

Working papers

1. Berridge, S.J. & Schumacher, J.M., 2004. "An irregular grid approach for pricing high-dimensional American options," Discussion Paper 18, Tilburg University, Center for Economic Research. [Downloadable!]
   Other versions:
   • Berridge, S.J. & Schumacher, J.M., 2002. "An irregular grid approach for pricing high-dimensional American options," Discussion Paper 99, Tilburg University, Center for Economic Research. [Downloadable!]

2. Berridge, S.J. & Schumacher, J.M., 2004. "Using localised quadratic functions on an irregular grid for pricing high-dimensional American options," Discussion Paper 20, Tilburg University, Center for Economic Research. [Downloadable!]

3. Berridge, S.J. & Schumacher, J.M., 2004. "Pricing high-dimensional Americal options using local consistency conditions," Discussion Paper 19, Tilburg University, Center for Economic Research. [Downloadable!]

4. Kerkhof, J. & Melenberg, B. & Schumacher, H., 2003. "Testing expected shortfall models for derivative positions," Discussion Paper 24, Tilburg University, Center for Economic Research. [Downloadable!]

5. Kerkhof, J. & Melenberg, B. & Schumacher, H., 2002. "Model risk and regulatory capital," Discussion Paper 27, Tilburg University, Center for Economic Research. [Downloadable!]

6. Broek, W.A. van den & Engwerda, J.C. & Schumacher, J.M., 2000. "A game theoretic approach to linear systems with L2-bounded disturbances," Discussion Paper 38, Tilburg University, Center for Economic Research. [Downloadable!]

7. Broek, W.A. van den & Schumacher, J.M., 1999. "Disturbance decoupling in dynamic games," Discussion Paper 67, Tilburg University, Center for Economic Research. [Downloadable!]

8. Weeren, A.J.T.M. & Schumacher, J.M. & Engwerda, J.C., 1995. "Coordination in Continuously Repeated Games," Discussion Paper 76, Tilburg University, Center for Economic Research. [Downloadable!]

1. Dai, Renxiang & Schumacher, J.M., 2009. "Welfare analysis of conditional indexation schemes from a two-reference-point perspective," Journal of Pension Economics and Finance, Cambridge University Press, vol. 8(03), pages 321-350, July. [Downloadable!]

2. Roorda, Berend & Schumacher, J.M., 2007. "Time consistency conditions for acceptability measures, with an application to Tail Value at Risk," Insurance: Mathematics and Economics, Elsevier, vol. 40(2), pages 209-230, March. [Downloadable!] (restricted)

3. Berend Roorda & J. M. Schumacher & Jacob Engwerda, 2005. "Coherent Acceptability Measures In Multiperiod Models," Mathematical Finance, Blackwell Publishing, vol. 15(4), pages 589-612. [Downloadable!] (restricted)

4. Weeren, A. J. T. M. & Schumacher, J. M. & Engwerda, J. C., 1999. "Strategic behavior and noncooperative hierarchical control," Journal of Economic Dynamics and Control, Elsevier, vol. 23(4), pages 641-669, February. [Downloadable!] (restricted)

1. NEP-CFN: Corporate Finance (1) 2003-04-13
2. NEP-CMP: Computational Economics (3) 2004-04-04 2004-04-04 2004-04-04 Author is listed
3. NEP-CUL: Cultural Economics (1) 2003-04-13
4. NEP-FIN: Finance (3) 2002-11-10 2003-04-13 2004-04-04 Author is listed
5. NEP-GTH: Game Theory (1) 1999-09-17
6. NEP-IND: Industrial Organization (1) 1999-09-09
7. NEP-RMG: Risk Management (4) 2003-04-13 2004-04-04 2004-04-04 2004-04-04 Author is listed

This page was last updated on 2009-11-20.