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 2 3 6 296
A stochastic volatility libor model and its robust calibration 0 0 0 178 0 8 9 466
Adaptive simulation algorithms for pricing American and Bermudan options by local analysis of financial market 0 0 1 79 1 2 5 269
An iteration procedure for solving integral equations related to optimal stopping problems 0 0 0 134 2 4 5 967
Central limit theorems for law-invariant coherent risk measures 0 0 0 15 0 5 6 76
Multilevel path simulation for weak approximation schemes 0 0 0 9 1 2 2 27
On the rates of convergence of simulation based optimization algorithms for optimal stopping problems 0 0 0 24 0 4 5 74
Optimal stopping under model uncertainty: randomized stopping times approach 0 0 0 18 0 3 5 37
Pricing American options via multi-level approximation methods 0 0 0 10 1 6 9 42
Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates 0 0 0 23 1 6 7 77
Pricing Bermudan options using regression: Optimal rates of convergence for lower estimates 0 0 0 27 0 6 8 86
Pricing kernel modeling 0 0 0 48 4 6 10 198
Regression methods for stochastic control problems and their convergence analysis 0 0 0 58 0 2 3 111
Regression methods in pricing American and Bermudan options using consumption processes 0 0 0 205 4 13 15 526
Sensitivities for Bermudan options by regression methods 0 0 1 47 0 1 4 131
Spatial aggregation of local likelihood estimates with applications to classification 0 0 0 42 1 5 7 173
Spectral calibration of exponential Lévy Models [1] 0 0 0 52 1 6 11 240
Spectral calibration of exponential Lévy Models [2] 0 0 0 121 0 3 5 281
Spectral estimation of the fractional order of a Lévy process 0 0 0 28 1 5 6 90
Total Working Papers 0 0 2 1,265 19 90 128 4,167

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 2 3 39
Abelian theorems for stochastic volatility models with application to the estimation of jump activity 0 0 0 8 2 6 6 31
Multilevel dual approach for pricing American style derivatives 0 0 1 22 0 5 11 78
Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates 0 0 1 9 0 2 5 55
Regression methods in pricing American and Bermudan options using consumption processes 0 0 0 30 0 5 8 120
Sensitivities for Bermudan options by regression methods 0 0 0 5 0 6 7 59
Spectral calibration of exponential Lévy models 0 0 0 14 1 6 9 87
Spectral estimation of the Lévy density in partially observed affine models 0 0 2 6 1 3 8 26
TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO 0 0 0 18 1 3 7 74
Total Journal Articles 0 0 4 117 5 38 64 569

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Statistics updated 2026-03-04