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 1 1 3 292
A stochastic volatility libor model and its robust calibration 0 0 0 178 0 0 2 458
Adaptive simulation algorithms for pricing American and Bermudan options by local analysis of financial market 0 1 1 79 1 2 2 266
An iteration procedure for solving integral equations related to optimal stopping problems 0 0 0 134 1 1 2 963
Central limit theorems for law-invariant coherent risk measures 0 0 0 15 1 1 1 71
Multilevel path simulation for weak approximation schemes 0 0 0 9 0 0 1 25
On the rates of convergence of simulation based optimization algorithms for optimal stopping problems 0 0 0 24 0 0 3 70
Optimal stopping under model uncertainty: randomized stopping times approach 0 0 0 18 2 2 2 34
Pricing American options via multi-level approximation methods 0 0 1 10 1 1 4 35
Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates 0 0 0 23 1 1 1 71
Pricing Bermudan options using regression: Optimal rates of convergence for lower estimates 0 0 0 27 0 2 2 80
Pricing kernel modeling 0 0 0 48 2 4 4 192
Regression methods for stochastic control problems and their convergence analysis 0 0 0 58 0 0 2 109
Regression methods in pricing American and Bermudan options using consumption processes 0 0 0 205 0 1 3 513
Sensitivities for Bermudan options by regression methods 0 1 1 47 0 2 3 130
Spatial aggregation of local likelihood estimates with applications to classification 0 0 0 42 2 2 2 168
Spectral calibration of exponential Lévy Models [1] 0 0 0 52 2 3 7 234
Spectral calibration of exponential Lévy Models [2] 0 0 0 121 0 1 2 278
Spectral estimation of the fractional order of a Lévy process 0 0 0 28 1 1 1 85
Total Working Papers 0 2 3 1,265 15 25 47 4,074

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 2 25
Multilevel dual approach for pricing American style derivatives 0 0 1 22 1 2 5 71
Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates 0 1 1 9 2 3 3 53
Regression methods in pricing American and Bermudan options using consumption processes 0 0 0 30 2 2 2 114
Sensitivities for Bermudan options by regression methods 0 0 0 5 0 0 1 52
Spectral calibration of exponential Lévy models 0 0 0 14 1 2 2 80
Spectral estimation of the Lévy density in partially observed affine models 0 0 2 6 2 2 5 23
TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO 0 0 0 18 2 2 3 70
Total Journal Articles 0 1 4 117 10 13 23 524

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Statistics updated 2025-11-08