Narrow search
Showing 1 - 8 of 8
Cover Image
TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON-NESTED MONTE CARLO
Belomestny, Denis; Bender, Christian; Schoenmakers, John - In: Mathematical finance : an international journal of … 19 (2009) 1, pp. 53-72
Persistent link: https://www.econbiz.de/10008160564
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Theory and Methods - Component Identification and Estimation in Nonlinear High-Dimensional Regression Models by Structural Adaptation
Samarov, Alexander; Spokoiny, Vladimir; Vial, Celine - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 429-445
Persistent link: https://www.econbiz.de/10006606928
Cover Image
Theory and Methods - Structural Tests in Additive Regression
Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir - In: Journal of the American Statistical Association : JASA 96 (2001) 456, pp. 1333-1347
Persistent link: https://www.econbiz.de/10006618556
Cover Image
Inhomogeneous Dependence Modeling with Time-Varying Copulae
Giacomini, Enzo; Härdle, Wolfgang; Spokoiny, Vladimir - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 224-234
Persistent link: https://www.econbiz.de/10008248860
Cover Image
GHICA — Risk analysis with GH distributions and independent components
Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir - In: Journal of empirical finance 17 (2010) 2, pp. 255-270
Persistent link: https://www.econbiz.de/10008387158