Denis Belomestny

Denis Belomestny

Universität Duisburg Essen - Essen / Germany
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1783537
University of Duisburg-Essen
person_outline Denis Belomestny's MOST POPULAR ARTICLES
1-) TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLOD Belomestny, C Bender, J SchoenmakersMathematical Finance 19 (1), 53-71, 20091182009
2-) Spectral calibration of exponential Lévy modelsD Belomestny, M ReißFinance and Stochastics 10 (4), 449-474, 2006902006
3-) Pricing Bermudan options using regression: optimal rates of convergence for lower estimatesD BelomestnyFinance and Stochastics 15 (4), 655-683, 2011792011
4-) Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimatesD BelomestnyarXiv preprint arXiv:0907.5599, 2009802009
5-) Multilevel dual approach for pricing American style derivativesD Belomestny, J SchoenmakersFinance and Stochastics 17 (4), 717-742, 2013782013