Belomestny, Denis
Belomestnyj, Denis Vital'evič.
Belomestny, D.
Denis Belomestny Ph.D. Lomonosov Moscow State University 2002
VIAF ID: 313497474 ( Personal )
Permalink: http://viaf.org/viaf/313497474
Preferred Forms
- 100 1 _ ‡a Belomestny, D.
- 100 1 _ ‡a Belomestny, Denis
- 100 1 _ ‡a Belomestny, Denis
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- 100 1 _ ‡a Belomestny, Denis
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- 100 1 _ ‡a Belomestny, Denis
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- 100 0 _ ‡a Denis Belomestny ‡c Ph.D. Lomonosov Moscow State University 2002
4xx's: Alternate Name Forms (6)
5xx's: Related Names (2)
Works
Title | Sources |
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Abelian theorems for stochastic volatility models with application to the estimation of jump activity of volatility | |
Adaptive simulation algorithms for pricing American and Bermudan options by local analysis of the financial market | |
Advanced Simulation-Based Methods for Optimal Stopping and Control : With Applications in Finance | |
Le développement et l'analyse théorique des algorithmes de contrôle optimal et d'apprentissage par renforcement. | |
Estimation for discretely observed Lévy processes, 2015: | |
Foundations of Modern Statistics : Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019 | |
Lévy Matters. | |
Low-frequency estimation of continuous-time moving average Lévy processes | |
Monte Carlo evaluation of American options using consumption processes | |
A new method for adaptive spectral complexity reduction of music signals | |
Optimal calibration for exponential Lévy models | |
Sieve maximum likelihood estimation in a semi-parametric regression model with errors in variables | |
Statistical skorohod embedding problem and its generalizations |