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Regression Methods for Stochas...
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Option pricing theory
5
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Belomestny, Denis
8
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Finance and stochastics
SFB 649 Discussion Paper
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Iterative construction of the optimal Bermudan stopping time
Kolodko, Anastasia
;
Schoenmakers, John
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 27-49
Persistent link: https://www.econbiz.de/10003234943
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2
Iterative construction of the optimal Bermudan stopping time
Kolodko, Anastasia
;
Schoenmakers, John
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 27-50
Persistent link: https://www.econbiz.de/10008222878
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
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:
5
A pure martingale dual for multiple stopping
Schoenmakers, John
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 319-334
Persistent link: https://www.econbiz.de/10009544665
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6
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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7
A pure martingale dual for multiple stopping
Schoenmakers, John
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 319-335
Persistent link: https://www.econbiz.de/10009839744
Saved in:
8
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:
9
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:
10
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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