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 1 1 145 0 1 4 281
A stochastic volatility Libor model and its robust calibration 0 0 1 177 0 0 2 445
Adaptive Simulation Algorithms for Pricing American and Bermudian Options by Local Analysis of Financial Market 0 0 1 77 0 0 2 260
An Iteration Procedure for Solving Integral Equations Related to Optimal Stopping Problems 0 0 0 134 0 0 6 955
Central limit theorems for law-invariant coherent risk measures 0 0 0 15 0 1 5 69
Multilevel path simulation for weak approximation schemes 0 0 0 9 2 2 2 24
On the rates of convergence of simulation based optimization algorithms for optimal stopping problems 0 0 0 24 0 0 0 65
Optimal stopping under model uncertainty: randomized stopping times approach 0 0 0 17 0 0 4 28
Pricing American options via multi-level approximation methods 0 0 0 7 0 0 2 25
Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates 0 0 0 23 2 2 3 69
Pricing Bermudan options using regression: optimal rates of convergence for lower estimates 0 0 0 25 0 1 6 74
Regression methods for stochastic control problems and their convergence analysis 0 0 2 52 1 1 6 93
Regression methods in pricing American and Bermudan options using consumption processes 0 0 0 204 0 0 0 506
Sensitivities for Bermudan Options by Regression Methods 0 0 1 44 0 0 2 119
Spatial aggregation of local likelihood estimates with applications to classification 0 0 0 42 0 2 2 165
Spectral calibration of exponential Lévy Models [1] 0 0 0 50 0 0 2 225
Spectral calibration of exponential Lévy Models [2] 0 0 0 121 0 0 6 274
Spectral estimation of the fractional order of a Lévy process 0 0 0 28 0 2 9 76
Total Working Papers 0 1 6 1,194 5 12 63 3,753


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 2 35
Abelian theorems for stochastic volatility models with application to the estimation of jump activity 0 0 0 8 1 1 3 23
Multilevel dual approach for pricing American style derivatives 0 0 1 7 0 2 8 42
Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates 0 0 0 7 0 2 5 43
Regression methods in pricing American and Bermudan options using consumption processes 0 0 0 30 0 1 4 109
Sensitivities for Bermudan options by regression methods 0 0 0 4 0 0 2 42
Spectral calibration of exponential Lévy models 0 0 0 13 1 2 7 66
Spectral estimation of the Lévy density in partially observed affine models 0 0 1 4 0 0 2 18
TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO 0 0 0 16 0 0 1 58
Total Journal Articles 0 0 2 94 2 8 34 436


Statistics updated 2020-09-04