Access Statistics for Denis Belomestny

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A jump-diffusion Libor model and its robust calibration 0 1 1 148 1 2 9 300
A stochastic volatility libor model and its robust calibration 0 0 0 178 0 1 12 470
Adaptive simulation algorithms for pricing American and Bermudan options by local analysis of financial market 0 0 0 79 0 1 9 274
An iteration procedure for solving integral equations related to optimal stopping problems 0 0 0 134 0 0 11 973
Central limit theorems for law-invariant coherent risk measures 0 0 0 15 0 0 9 79
Multilevel path simulation for weak approximation schemes 0 0 0 9 0 2 6 31
On the rates of convergence of simulation based optimization algorithms for optimal stopping problems 0 1 1 25 0 2 8 78
Optimal stopping under model uncertainty: randomized stopping times approach 0 0 0 18 1 1 7 39
Pricing American options via multi-level approximation methods 0 1 1 11 0 2 17 51
Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates 0 0 0 23 0 1 12 82
Pricing Bermudan options using regression: Optimal rates of convergence for lower estimates 0 0 0 27 1 1 10 90
Pricing kernel modeling 0 0 0 48 0 1 13 203
Regression methods for stochastic control problems and their convergence analysis 1 1 1 59 1 1 12 121
Regression methods in pricing American and Bermudan options using consumption processes 0 0 0 205 0 0 16 529
Sensitivities for Bermudan options by regression methods 0 0 0 47 0 0 3 133
Spatial aggregation of local likelihood estimates with applications to classification 0 0 0 42 1 1 10 176
Spectral calibration of exponential Lévy Models [1] 0 0 0 52 1 1 10 242
Spectral calibration of exponential Lévy Models [2] 0 0 0 121 0 1 8 286
Spectral estimation of the fractional order of a Lévy process 0 0 0 28 1 1 11 95
Total Working Papers 1 4 4 1,269 7 19 193 4,252

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A jump-diffusion Libor model and its robust calibration 0 0 0 5 0 0 6 42
Abelian theorems for stochastic volatility models with application to the estimation of jump activity 0 0 0 8 0 0 8 33
Multilevel dual approach for pricing American style derivatives 0 0 0 22 0 0 9 79
Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates 0 0 0 9 0 1 9 60
Regression methods in pricing American and Bermudan options using consumption processes 0 0 1 31 1 1 14 126
Sensitivities for Bermudan options by regression methods 0 0 0 5 0 1 17 69
Spectral calibration of exponential Lévy models 0 0 0 14 0 0 10 89
Spectral estimation of the Lévy density in partially observed affine models 0 0 0 6 0 0 5 26
TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO 0 1 1 19 0 1 8 76
Total Journal Articles 0 1 2 119 1 4 86 600

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Statistics updated 2026-10-11