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 3 7 297
A stochastic volatility libor model and its robust calibration 0 0 0 178 2 3 12 469
Adaptive simulation algorithms for pricing American and Bermudan options by local analysis of financial market 0 0 1 79 1 4 8 272
An iteration procedure for solving integral equations related to optimal stopping problems 0 0 0 134 4 7 10 972
Central limit theorems for law-invariant coherent risk measures 0 0 0 15 1 1 7 77
Multilevel path simulation for weak approximation schemes 0 0 0 9 1 2 3 28
On the rates of convergence of simulation based optimization algorithms for optimal stopping problems 0 0 0 24 2 2 6 76
Optimal stopping under model uncertainty: randomized stopping times approach 0 0 0 18 0 1 6 38
Pricing American options via multi-level approximation methods 0 0 0 10 6 8 16 49
Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates 0 0 0 23 3 4 10 80
Pricing Bermudan options using regression: Optimal rates of convergence for lower estimates 0 0 0 27 2 2 10 88
Pricing kernel modeling 0 0 0 48 1 5 11 199
Regression methods for stochastic control problems and their convergence analysis 0 0 0 58 3 6 9 117
Regression methods in pricing American and Bermudan options using consumption processes 0 0 0 205 2 7 18 529
Sensitivities for Bermudan options by regression methods 0 0 1 47 1 2 6 133
Spatial aggregation of local likelihood estimates with applications to classification 0 0 0 42 1 3 9 175
Spectral calibration of exponential Lévy Models [1] 0 0 0 52 0 2 11 241
Spectral calibration of exponential Lévy Models [2] 0 0 0 121 2 3 8 284
Spectral estimation of the fractional order of a Lévy process 0 0 0 28 3 5 10 94
Total Working Papers 0 0 2 1,265 36 70 177 4,218

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 3 3 6 42
Abelian theorems for stochastic volatility models with application to the estimation of jump activity 0 0 0 8 1 3 7 32
Multilevel dual approach for pricing American style derivatives 0 0 0 22 0 0 10 78
Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates 0 0 1 9 2 3 8 58
Regression methods in pricing American and Bermudan options using consumption processes 0 1 1 31 3 5 13 125
Sensitivities for Bermudan options by regression methods 0 0 0 5 5 7 14 66
Spectral calibration of exponential Lévy models 0 0 0 14 1 2 10 88
Spectral estimation of the Lévy density in partially observed affine models 0 0 2 6 0 1 8 26
TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO 0 0 0 18 0 1 6 74
Total Journal Articles 0 1 4 118 15 25 82 589

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Statistics updated 2026-05-06