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 2 291
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 1 1 1 79 1 1 1 265
An iteration procedure for solving integral equations related to optimal stopping problems 0 0 0 134 0 0 1 962
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 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 0 0 0 32
Pricing American options via multi-level approximation methods 0 0 1 10 0 0 3 34
Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates 0 0 0 23 0 0 0 70
Pricing Bermudan options using regression: Optimal rates of convergence for lower estimates 0 0 0 27 1 2 2 80
Pricing kernel modeling 0 0 0 48 1 2 2 190
Regression methods for stochastic control problems and their convergence analysis 0 0 0 58 0 1 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 1 1 1 47 2 2 3 130
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 2 5 232
Spectral calibration of exponential Lévy Models [2] 0 0 0 121 0 2 2 278
Spectral estimation of the fractional order of a Lévy process 0 0 0 28 0 0 0 84
Total Working Papers 2 2 3 1,265 5 13 32 4,059

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 0 2 4 70
Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates 1 1 1 9 1 1 2 51
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 52
Spectral calibration of exponential Lévy models 0 0 0 14 1 1 1 79
Spectral estimation of the Lévy density in partially observed affine models 0 1 2 6 0 1 3 21
TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO 0 0 0 18 0 0 1 68
Total Journal Articles 1 2 4 117 2 5 14 514

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06