2006 – Nr. 37
SFB 649 Papers | Schoenmakers, John; Belomestny, Denis:
A jump-diffusion Libor model and its robust calibration | Metadaten
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2007 – Nr. 67
SFB 649 Papers | Matthew, Stanley; Belomestny, Denis:
A stochastic volatility Libor model and its robust calibration | Metadaten
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2006 – Nr. 38
SFB 649 Papers | Milstein, Grigori N.; Belomestny, Denis:
Adaptive Simulation Algorithms for Pricing American and Bermudan Options by Local Analysis of Financial Market | Metadaten
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2006 – Nr. 43
SFB 649 Papers | Gapeev, Pavel V.; Belomestny, Denis:
An Iteration Procedure for Solving Integral Equations Related to Optimal Stopping Problems | Metadaten
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2010 – Nr. 52
SFB 649 Papers | Krätschmer, Volker; Belomestny, Denis:
Central limit theorems for law-invariant coherent risk measures
| Metadaten
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2009 – Nr. 23
SFB 649 Papers | Belomestny, Denis:
Pricing Bermudan options using regression | Metadaten
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2009 – Nr. 26
SFB 649 Papers | Schoenmakers, John; Kolodko, Anastasia; Belomestny, Denis:
Regression methods for stochastic control problems and their convergence analysis | Metadaten
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2006 – Nr. 51
SFB 649 Papers | Spokoiny, Vladimir G.; Milstein, Grigori N.; Belomestny, Denis:
Regression methods in pricing American and Bermudan options using consumption processes | Metadaten
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2007 – Nr. 48
SFB 649 Papers | Schoenmakers, John; Milstein, Grigori; Belomestny, Denis:
Sensitivities for Bermudan Options by Regression Methods | Metadaten
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2006 – Nr. 36
SFB 649 Papers | Spokoiny, Vladimir G.; Belomestny, Denis:
Spatial aggregation of local likelihood estimates with applications to classification | Metadaten
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2006 – Nr. 34
SFB 649 Papers | Reiß, Markus; Belomestny, Denis:
Spectral calibration of exponential Lévy Models [1] | Metadaten
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2006 – Nr. 35
SFB 649 Papers | Belomestny, Denis:
Spectral calibration of exponential Lévy Models [2] | Metadaten
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2009 – Nr. 21
SFB 649 Papers | Belomestny, Denis:
Spectral estimation of the fractional order of a Lévy process | Metadaten
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