//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Belomestny, Denis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimal stopping under probabi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
34
Option pricing theory
24
Theorie
18
Stochastischer Prozess
13
Monte-Carlo-Simulation
12
Nichtparametrisches Verfahren
12
Theory
12
Monte Carlo simulation
11
Nonparametric statistics
10
Stochastic process
10
Regressionsanalyse
9
Regression analysis
8
Regression methods
8
Suchtheorie
8
American and Bermudan options
7
Search theory
7
Finanzmathematik
6
Optimal stopping times
6
CAPM
5
Estimation theory
5
Interest rate derivative
5
Mathematical finance
5
Schätztheorie
5
Yield curve
5
Zinsderivat
5
Zinsstruktur
5
Aktienoption
4
European option
4
Regression
4
Bermudan options
3
Black-Scholes model
3
Black-Scholes-Modell
3
Boundary condition
3
Conditional probabilistic representations
3
Consumption process
3
Core
3
Deltas
3
Empirical Pricing Kernel
3
Estimation
3
Financial market
3
more ...
less ...
Online availability
All
Free
61
Undetermined
15
Type of publication
All
Book / Working Paper
77
Article
29
Type of publication (narrower categories)
All
Working Paper
30
Arbeitspapier
16
Article in journal
13
Aufsatz in Zeitschrift
13
Graue Literatur
10
Non-commercial literature
10
Article
1
Aufsatz im Buch
1
Book section
1
Forschungsbericht
1
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
86
Undetermined
20
Author
All
Belomestny, Denis
Krätschmer, Volker
70
Schoenmakers, John
38
Härdle, Wolfgang
13
Reiß, Markus
12
Zähle, Henryk
11
Grith, Maria
8
Giacomini, Enzo
7
Kolodko, Anastasia
7
Spokoiny, Vladimir
7
Milstein, Grigori N.
6
Milʹstejn, Grigorij N.
6
Schoenmakers, John G. M.
6
Gapeev, Pavel V.
5
Härdle, Wolfgang Karl
5
Bender, Christian
4
Dickmann, Fabian
4
Ma, Shujie
4
Matthew, Stanley
4
Milstein, Grigori
4
Schied, Alexander
4
Mil¤stejn, Grigorij N.
3
Nagapetyan, Tigran
3
Spokojnyj, Vladimir G.
3
BELOMESTNY, DENIS
2
Härdle, Wolfgang K.
2
Hübner, Tobias
2
Kaledin, Maxim
2
Krymova, Ekaterina
2
Moro, Rouslan
2
Cybakov, Aleksandr B.
1
Hess, Markus
1
KOLODKO, ANASTASIA
1
Kampen, Joerg
1
Karl Härdle, Wolfgang
1
Kiesel, Rüdiger
1
Kolodko, Anastasija A.
1
Kraetschmer, Volker
1
Ladkau, Marcel
1
Laeven, Roger J. A.
1
more ...
less ...
Institution
All
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
14
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
12
arXiv.org
6
Published in...
All
SFB 649 Discussion Paper
18
SFB 649 discussion paper
15
SFB 649 Discussion Papers
14
Diskussionspapier
8
Finance and stochastics
8
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
8
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
6
Papers / arXiv.org
6
Finance and Stochastics
3
International journal of theoretical and applied finance
3
Mathematical Finance
3
Sonderforschungsbereich 649: Ökonomisches Risiko - Discussion papers
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Quantitative Finance
2
Stochastic Processes and their Applications
2
Applied quantitative finance
1
Decisions in Economics and Finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economic modelling
1
Humboldt-Universität zu Berlin - Sonderforschungsbereich 649 - Discussion Papers
1
Mathematics of operations research
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Quantitative finance
1
Springer eBook Collection / Economics and Finance
1
SpringerLink / Bücher
1
Série des documents de travail
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
more ...
less ...
Source
All
ECONIS (ZBW)
39
RePEc
29
EconStor
15
USB Cologne (business full texts)
12
USB Cologne (EcoSocSci)
6
OLC EcoSci
4
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
106
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Generalized Post-Widder inversion formula with application to statistiscs
Belomestny, Denis
;
Mai, Hilmar
;
Schoenmakers, John
-
2015
Persistent link: https://www.econbiz.de/10011443256
Saved in:
4
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
Saved in:
5
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:
6
Sparse covariance matrix estimation in high-dimensional deconvolution
Belomestny, Denis
;
Trabs, Mathias
;
Cybakov, Aleksandr B.
-
2017
Persistent link: https://www.econbiz.de/10012198572
Saved in:
7
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
8
Solving optimal stopping problems via randomization and empirical dual optimization
Belomestny, Denis
;
Bender, Christian
;
Schoenmakers, John
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1454-1480
Persistent link: https://www.econbiz.de/10014329294
Saved in:
9
From optimal martingales to randomized dual optimal stopping
Belomestny, Denis
;
Schoenmakers, John
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1099-1113
Persistent link: https://www.econbiz.de/10014321666
Saved in:
10
Advanced simulation-based methods for optimal stopping and control : with applications in finance
Belomestny, Denis
;
Schoenmakers, John
-
2018
Persistent link: https://www.econbiz.de/10011779646
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->