//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Search theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Belomestny, Denis"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Search theory
Optionspreistheorie
34
Option pricing theory
24
Theorie
18
Stochastischer Prozess
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Nichtparametrisches Verfahren
12
Theory
12
Nonparametric statistics
10
Stochastic process
10
Regressionsanalyse
9
Suchtheorie
9
American and Bermudan options
8
Regression analysis
8
Regression methods
8
Finanzmathematik
6
Optimal stopping times
6
CAPM
5
Estimation theory
5
Interest rate derivative
5
Mathematical finance
5
Schätztheorie
5
Yield curve
5
Zinsderivat
5
Zinsstruktur
5
Aktienoption
4
European option
4
Regression
4
optimal stopping
4
Bermudan options
3
Black-Scholes model
3
Black-Scholes-Modell
3
Boundary condition
3
Conditional probabilistic representations
3
Consumption process
3
Core
3
Deltas
3
Empirical Pricing Kernel
3
Estimation
3
more ...
less ...
Online availability
All
Free
4
Undetermined
2
Type of publication
All
Article
6
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
2
Working Paper
2
Graue Literatur
1
Non-commercial literature
1
Language
All
English
8
Author
All
Belomestny, Denis
8
Schoenmakers, John
5
Krätschmer, Volker
2
Milʹstejn, Grigorij N.
2
Bender, Christian
1
Dickmann, Fabian
1
Gapeev, Pavel V.
1
Hübner, Tobias
1
more ...
less ...
Published in...
All
Finance and stochastics
2
Mathematics of operations research
2
SFB 649 discussion paper
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
From optimal martingales to randomized dual optimal stopping
Belomestny, Denis
;
Schoenmakers, John
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1099-1113
Persistent link: https://www.econbiz.de/10014321666
Saved in:
2
Solving optimal stopping problems under model uncertainty via empirical dual optimisation
Belomestny, Denis
;
Hübner, Tobias
;
Krätschmer, Volker
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 461-503
Persistent link: https://www.econbiz.de/10013440233
Saved in:
3
Solving optimal stopping problems via randomization and empirical dual optimization
Belomestny, Denis
;
Bender, Christian
;
Schoenmakers, John
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1454-1480
Persistent link: https://www.econbiz.de/10014329294
Saved in:
4
Optimal stopping under probability distortions
Belomestny, Denis
;
Krätschmer, Volker
- In:
Mathematics of operations research
42
(
2017
)
3
,
pp. 806-833
Persistent link: https://www.econbiz.de/10011742531
Saved in:
5
Sensitivities for Bermudan options by regression methods
Belomestny, Denis
(
contributor
); …
-
2007
B E R L I N Sensitivities for Bermudan options by regression methods
Belomestny
,
Denis
∗ Weierstrass …
Persistent link: https://www.econbiz.de/10003634598
Saved in:
6
Multilevel dual approach for pricing American style derivates
Belomestny, Denis
;
Schoenmakers, John
;
Dickmann, Fabian
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 717-742
Persistent link: https://www.econbiz.de/10010190883
Saved in:
7
An iteration procedure for solving integral equations related to optimal stopping problems
Belomestny, Denis
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003324495
Saved in:
8
Sensitivities for Bermudan options by regression methods
Belomestny, Denis
;
Milʹstejn, Grigorij N.
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
2
,
pp. 117-138
Persistent link: https://www.econbiz.de/10008668146
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->