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Minimax theorems for American options without time-consistency
Belomestny, Denis; Hübner, Tobias; Krätschmer, Volker; … - In: Finance and stochastics 23 (2019) 1, pp. 209-238
Persistent link: https://www.econbiz.de/10012023712
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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
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A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean-Vlasov models
Bayer, Christian; Belomestny, Denis; Butkovsky, Oleg; … - In: Finance and stochastics 28 (2024) 4, pp. 1147-1178
Persistent link: https://www.econbiz.de/10015130558
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Robust representation of convex risk measures by probability measures
Krätschmer, Volker - In: Finance and stochastics 9 (2005) 4, pp. 597-608
Persistent link: https://www.econbiz.de/10003133313
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Pricing Bermudan options by nonparametric regression : optimal rates of convergence for lower estimates
Belomestny, Denis - In: Finance and stochastics 15 (2011) 4, pp. 655-683
Persistent link: https://www.econbiz.de/10009423289
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Robust representation of convex risk measures by probability measures
Krätschmer, Volker - In: Finance and stochastics 9 (2005) 4, pp. 597
Persistent link: https://www.econbiz.de/10008214146
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Comparative and qualitative robustness for law-invariant risk measures
Krätschmer, Volker; Schied, Alexander; Zähle, Henryk - In: Finance and stochastics 18 (2014) 2, pp. 271-295
Persistent link: https://www.econbiz.de/10010340784
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Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates
Belomestny, Denis - In: Finance and stochastics 15 (2011) 4, pp. 655-684
Persistent link: https://www.econbiz.de/10009805448
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Spectral calibration of exponential Lévy models
Belomestny, Denis; Reiß, Markus - In: Finance and stochastics 10 (2006) 4, pp. 449
Persistent link: https://www.econbiz.de/10008222263
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Multilevel dual approach for pricing American style derivatives
Belomestny, Denis; Schoenmakers, John; Dickmann, Fabian - In: Finance and stochastics 17 (2013) 4, pp. 717-742
Persistent link: https://www.econbiz.de/10010183828