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Option pricing theory
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Finance and stochastics
SFB 649 Discussion Paper
33
SFB 649 Discussion Papers
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SFB 649 discussion paper
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Diskussionspapier
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Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
IRTG 1792 Discussion Paper
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Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
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Finance and Stochastics
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Sonderforschungsbereich 649: Ökonomisches Risiko - Discussion papers
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Humboldt-Universität zu Berlin - Sonderforschungsbereich 649 - Discussion Papers
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Stochastic Processes and their Applications
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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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2
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
Saved in:
3
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:
4
Spectral calibration of exponential Lévy models
Belomestny, Denis
;
Reiß, Markus
- In:
Finance and stochastics
10
(
2006
)
4
,
pp. 449-474
Persistent link: https://www.econbiz.de/10003405638
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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:
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