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 2 4 294
A stochastic volatility libor model and its robust calibration 0 0 0 178 4 8 9 466
Adaptive simulation algorithms for pricing American and Bermudan options by local analysis of financial market 0 0 1 79 1 2 4 268
An iteration procedure for solving integral equations related to optimal stopping problems 0 0 0 134 2 2 3 965
Central limit theorems for law-invariant coherent risk measures 0 0 0 15 2 5 6 76
Multilevel path simulation for weak approximation schemes 0 0 0 9 1 1 1 26
On the rates of convergence of simulation based optimization algorithms for optimal stopping problems 0 0 0 24 3 4 5 74
Optimal stopping under model uncertainty: randomized stopping times approach 0 0 0 18 2 3 5 37
Pricing American options via multi-level approximation methods 0 0 0 10 1 6 8 41
Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates 0 0 0 23 5 5 6 76
Pricing Bermudan options using regression: Optimal rates of convergence for lower estimates 0 0 0 27 5 6 8 86
Pricing kernel modeling 0 0 0 48 2 2 6 194
Regression methods for stochastic control problems and their convergence analysis 0 0 0 58 2 2 4 111
Regression methods in pricing American and Bermudan options using consumption processes 0 0 0 205 5 9 12 522
Sensitivities for Bermudan options by regression methods 0 0 1 47 1 1 4 131
Spatial aggregation of local likelihood estimates with applications to classification 0 0 0 42 0 4 6 172
Spectral calibration of exponential Lévy Models [1] 0 0 0 52 4 5 10 239
Spectral calibration of exponential Lévy Models [2] 0 0 0 121 3 3 5 281
Spectral estimation of the fractional order of a Lévy process 0 0 0 28 1 4 5 89
Total Working Papers 0 0 2 1,265 45 74 111 4,148

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 2 3 3 39
Abelian theorems for stochastic volatility models with application to the estimation of jump activity 0 0 0 8 2 4 4 29
Multilevel dual approach for pricing American style derivatives 0 0 1 22 5 7 11 78
Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates 0 0 1 9 1 2 5 55
Regression methods in pricing American and Bermudan options using consumption processes 0 0 0 30 2 6 8 120
Sensitivities for Bermudan options by regression methods 0 0 0 5 3 7 7 59
Spectral calibration of exponential Lévy models 0 0 0 14 3 6 8 86
Spectral estimation of the Lévy density in partially observed affine models 0 0 2 6 1 2 7 25
TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO 0 0 0 18 1 3 6 73
Total Journal Articles 0 0 4 117 20 40 59 564

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Statistics updated 2026-02-12