The following pages link to Denis Belomestny (Q271882):
Displaying 50 items.
- Statistical inference for time-changed Lévy processes via Mellin transform approach (Q271884) (← links)
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- Solving optimal stopping problems via empirical dual optimization (Q373842) (← links)
- Multilevel dual approach for pricing American style derivatives (Q377450) (← links)
- Lévy matters IV. Estimation for discretely observed Lévy processes (Q476619) (← links)
- Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (Q484205) (← links)
- Statistical Skorohod embedding problem: optimality and asymptotic normality (Q491725) (← links)
- Nonparametric Laguerre estimation in the multiplicative censoring model (Q502788) (← links)
- Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs (Q520679) (← links)
- Spectral estimation of the Lévy density in partially observed affine models (Q544516) (← links)
- Sensitivities for Bermudan options by regression methods (Q604677) (← links)
- On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems (Q627243) (← links)
- Statistical inference for time-changed Lévy processes via composite characteristic function estimation (Q651029) (← links)
- Spectral estimation of the fractional order of a Lévy process (Q847639) (← links)
- Spectral calibration of exponential Lévy models (Q881412) (← links)
- Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
- Variance reduction for discretised diffusions via regression (Q1674395) (← links)
- Correction to: ``Nonparametric Laguerre estimation in the multiplicative censoring model'' (Q1684167) (← links)
- Regression-based variance reduction approach for strong approximation schemes (Q1703895) (← links)
- Minimax theorems for American options without time-consistency (Q1711726) (← links)
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\) (Q1733113) (← links)
- Optimal stopping via reinforced regression (Q1984704) (← links)
- Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity (Q1998313) (← links)
- Generalized Post-Widder inversion formula with application to statistics (Q2013063) (← links)
- Addendum to: ``Optimal stopping under model uncertainty: randomized stopping times approach''. (Q2013583) (← links)
- Density deconvolution under general assumptions on the distribution of measurement errors (Q2039776) (← links)
- Reinforced optimal control (Q2103076) (← links)
- Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045) (← links)
- Empirical variance minimization with applications in variance reduction and optimal control (Q2137023) (← links)
- Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
- Nonparametric density estimation from observations with multiplicative measurement errors (Q2179230) (← links)
- Solving linear parabolic rough partial differential equations (Q2190037) (← links)
- Variance reduction for Markov chains with application to MCMC (Q2195839) (← links)
- Nonparametric Bayesian inference for Gamma-type Lévy subordinators (Q2272588) (← links)
- Holomorphic transforms with application to affine processes (Q2391274) (← links)
- Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
- Optimal stopping via pathwise dual empirical maximisation (Q2422357) (← links)
- Spatial aggregation of local likelihood estimates with applications to classification (Q2466691) (← links)
- Addendum to: ``Multilevel dual approach for pricing American style derivatives'' (Q2516774) (← links)
- Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations (Q2676916) (← links)
- Semiparametric estimation of McKean-Vlasov SDEs (Q2686604) (← links)
- Estimation and Calibration of Lévy Models via Fourier Methods (Q2786961) (← links)
- Concentration Inequalities for Smooth Random Fields (Q2877886) (← links)
- Multilevel Simulation Based Policy Iteration for Optimal Stopping--Convergence and Complexity (Q2945162) (← links)
- Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (Q2957032) (← links)
- A jump-diffusion Libor model and its robust calibration (Q3005814) (← links)
- An iterative procedure for solving integral equations related to optimal stopping problems (Q3080991) (← links)
- Regression Methods for Stochastic Control Problems and Their Convergence Analysis (Q3162600) (← links)
- Regression methods in pricing American and Bermudan options using consumption processes (Q3395739) (← links)
- Multiple stochastic volatility extension of the Libor market model and its implementation (Q3405598) (← links)
