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Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Denis Vital'evich Belomestny · Study

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Denis Vital'evich Belomestny

7 works· latest 2013· 2 institutionscluster: provisionalORCID 0000-0002-9482-6430

h-index7

i107

Citations410

Works here7

06

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Most cited in this library

TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO2009 · 91 citations
Spectral calibration of exponential Lévy models2006 · 75 citations
Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates2010 · 61 citations
Regression Methods for Stochastic Control Problems and Their Convergence Analysis2010 · 55 citations
Spectral estimation of the fractional order of a Lévy process2009 · 50 citations

Works

7 shown

Multilevel dual approach for pricing American style derivatives

Finance and Stochastics·2013·3 authors

41citations

Statistical inference for time-changed Lévy processes via composite characteristic function estimation

The Annals of Statistics·2011·1 author·Open access

37citations

Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates

Finance and Stochastics·2010·1 author

61citations

Regression Methods for Stochastic Control Problems and Their Convergence Analysis

SIAM Journal on Control and Optimization·2010·3 authors

55citations

Spectral estimation of the fractional order of a Lévy process

The Annals of Statistics·2009·1 author·Open access

50citations

TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO

Mathematical Finance·2009·3 authors

91citations

Spectral calibration of exponential Lévy models

Finance and Stochastics·2006·2 authors·Open access

75citations