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 0 0 147 0 0 0 289
A stochastic volatility libor model and its robust calibration 0 0 0 178 0 1 5 456
Adaptive simulation algorithms for pricing American and Bermudan options by local analysis of financial market 0 0 0 78 0 0 0 264
An iteration procedure for solving integral equations related to optimal stopping problems 0 0 0 134 0 0 0 961
Central limit theorems for law-invariant coherent risk measures 0 0 0 15 0 0 0 70
Multilevel path simulation for weak approximation schemes 0 0 0 9 0 0 0 24
On the rates of convergence of simulation based optimization algorithms for optimal stopping problems 0 0 0 24 0 0 0 67
Optimal stopping under model uncertainty: randomized stopping times approach 0 0 0 18 0 0 1 32
Pricing American options via multi-level approximation methods 0 0 0 9 0 0 0 31
Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates 0 0 0 23 0 0 1 70
Pricing Bermudan options using regression: Optimal rates of convergence for lower estimates 0 0 1 27 0 0 1 78
Pricing kernel modeling 0 0 2 48 0 0 2 188
Regression methods for stochastic control problems and their convergence analysis 0 0 2 58 0 0 2 107
Regression methods in pricing American and Bermudan options using consumption processes 0 0 0 205 0 0 0 510
Sensitivities for Bermudan options by regression methods 0 0 0 46 0 1 1 127
Spatial aggregation of local likelihood estimates with applications to classification 0 0 0 42 0 0 0 166
Spectral calibration of exponential Lévy Models [1] 0 0 0 52 0 0 0 227
Spectral calibration of exponential Lévy Models [2] 0 0 0 121 0 0 1 276
Spectral estimation of the fractional order of a Lévy process 0 0 0 28 0 0 0 84
Total Working Papers 0 0 5 1,262 0 2 14 4,027

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 0 36
Abelian theorems for stochastic volatility models with application to the estimation of jump activity 0 0 0 8 0 0 0 23
Multilevel dual approach for pricing American style derivatives 0 1 2 21 0 1 5 66
Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates 0 0 0 8 1 1 1 50
Regression methods in pricing American and Bermudan options using consumption processes 0 0 0 30 0 0 0 112
Sensitivities for Bermudan options by regression methods 0 0 0 5 0 0 1 51
Spectral calibration of exponential Lévy models 0 0 1 14 0 0 1 78
Spectral estimation of the Lévy density in partially observed affine models 0 0 0 4 0 0 0 18
TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO 0 0 0 18 0 0 2 67
Total Journal Articles 0 1 3 113 1 2 10 501

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Statistics updated 2024-11-05