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 1 7 298
A stochastic volatility libor model and its robust calibration 0 0 0 178 0 0 11 469
Adaptive simulation algorithms for pricing American and Bermudan options by local analysis of financial market 0 0 1 79 0 1 9 273
An iteration procedure for solving integral equations related to optimal stopping problems 0 0 0 134 0 1 11 973
Central limit theorems for law-invariant coherent risk measures 0 0 0 15 0 2 9 79
Multilevel path simulation for weak approximation schemes 0 0 0 9 0 1 4 29
On the rates of convergence of simulation based optimization algorithms for optimal stopping problems 1 1 1 25 1 1 7 77
Optimal stopping under model uncertainty: randomized stopping times approach 0 0 0 18 0 0 6 38
Pricing American options via multi-level approximation methods 0 0 0 10 0 0 15 49
Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates 0 0 0 23 0 1 11 81
Pricing Bermudan options using regression: Optimal rates of convergence for lower estimates 0 0 0 27 0 1 11 89
Pricing kernel modeling 0 0 0 48 0 3 14 202
Regression methods for stochastic control problems and their convergence analysis 0 0 0 58 0 3 11 120
Regression methods in pricing American and Bermudan options using consumption processes 0 0 0 205 0 0 17 529
Sensitivities for Bermudan options by regression methods 0 0 1 47 0 0 5 133
Spatial aggregation of local likelihood estimates with applications to classification 0 0 0 42 0 0 9 175
Spectral calibration of exponential Lévy Models [1] 0 0 0 52 0 0 10 241
Spectral calibration of exponential Lévy Models [2] 0 0 0 121 0 1 8 285
Spectral estimation of the fractional order of a Lévy process 0 0 0 28 0 0 10 94
Total Working Papers 1 1 3 1,266 1 16 185 4,234

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 1 8 33
Multilevel dual approach for pricing American style derivatives 0 0 0 22 0 1 10 79
Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates 0 0 1 9 0 1 9 59
Regression methods in pricing American and Bermudan options using consumption processes 0 0 1 31 0 0 13 125
Sensitivities for Bermudan options by regression methods 0 0 0 5 0 2 16 68
Spectral calibration of exponential Lévy models 0 0 0 14 0 1 11 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 0 0 18 0 1 7 75
Total Journal Articles 0 0 2 118 0 7 85 596

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Statistics updated 2026-08-07