| TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO D Belomestny, C Bender, J Schoenmakers Mathematical Finance 19 (1), 53-71, 2009 | 123 | 2009 |
| Spectral calibration of exponential Lévy models D Belomestny, M Reiß Finance and Stochastics 10 (4), 449-474, 2006 | 95 | 2006 |
| Pricing Bermudan options using regression: optimal rates of convergence for lower estimates D Belomestny Finance and Stochastics 15 (4), 655-683, 2011 | 85 | 2011 |
| Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates D Belomestny arXiv preprint arXiv:0907.5599, 2009 | 80 | 2009 |
| Multilevel dual approach for pricing American style derivatives D Belomestny, J Schoenmakers Finance and Stochastics 17 (4), 717-742, 2013 | 78 | 2013 |
| Regression methods for stochastic control problems and their convergence analysis D Belomestny, A Kolodko, J Schoenmakers SIAM Journal on Control and Optimization 48 (5), 3562-3588, 2010 | 71 | 2010 |
| Solving optimal stopping problems by empirical dual optimization and penalization D Belomestny Annals of Applied Probability 23 (5), 1988-2019, 2013 | 59* | 2013 |
| Spectral estimation of the fractional order of a Lévy process D Belomestny The Annals of Statistics 38 (1), 317-351, 2010 | 59 | 2010 |
| Statistical inference for time-changed Lévy processes via composite characteristic function estimation D Belomestny The Annals of Statistics 39 (4), 2205-2242, 2011 | 54 | 2011 |
| Spatial aggregation of local likelihood estimates with applications to classification D Belomestny, V Spokoiny The Annals of Statistics 35 (5), 2287-2311, 2007 | 45 | 2007 |
| Lévy matters IV D Belomestny, F Comte, V Genon-Catalot, H Masuda, M Reiß Lecture Notes in Mathematics. Springer, 2015 | 38 | 2015 |
| A jump-diffusion Libor model and its robust calibration D Belomestny, J Schoenmakers Quantitative Finance 11 (4), 529-546, 2011 | 38 | 2011 |
| Central limit theorems for law-invariant coherent risk measures D Belomestny, V Krätschmer Journal of Applied Probability 49 (1), 1-21, 2012 | 37 | 2012 |
| Nonparametric Laguerre estimation in the multiplicative censoring model D Belomestny, F Comte, V Genon-Catalot | 33 | 2016 |
| Advanced Simulation-Based Methods for Optimal Stopping and Control: With Applications in Finance D Belomestny, J Schoenmakers Springer, 2018 | 30 | 2018 |
| Parametric estimation of Lévy processes D Belomestny, F Comte, V Genon-Catalot, H Masuda, M Reiß, H Masuda Lévy Matters IV: Estimation for Discretely Observed Lévy Processes, 179-286, 2015 | 30 | 2015 |
| Monte Carlo evaluation of American options using consumption processes D Belomestny, NM Grigori International Journal of theoretical and applied finance 9 (04), 455-481, 2006 | 30 | 2006 |
| Variance reduction for Markov chains with application to MCMC D Belomestny, L Iosipoi, E Moulines, A Naumov, S Samsonov Statistics and Computing 30, 973-997, 2020 | 27 | 2020 |
| Nonparametric density estimation from observations with multiplicative measurement errors D Belomestny, A Goldenshluger | 27 | 2020 |
| Semiparametric estimation of McKean–Vlasov SDEs D Belomestny, V Pilipauskaitė, M Podolskij Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 59 (1 …, 2023 | 26 | 2023 |
Mikhail BogachevSaint Petersburg Electrotechnical University "LETI"Email verificata su etu.ru