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Belomestny, Denis
 

Weierstras Institute for Applied Analysis and Stochastics (WIAS)


 Mohrenstr. 39
 Berlin, 10117
 Germany
 email address

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. Belomestny, Denis's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
156		 Total
Citations
10
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Belomestny, Denis
Weierstras Institute for Applied Analysis and Stochastics (WIAS)
Kolodko, Anastasia
Weierstras Institute for Applied Analysis and Stochastics (WIAS)
Schoenmakers, John
Weierstras Institute for Applied Analysis and Stochastics (WIAS)
Posted:
27 Oct 08
96
(138,968) 		2
2.  
Belomestny, Denis
Weierstras Institute for Applied Analysis and Stochastics (WIAS)
Kampen, Joerg
Weierstrass Institute for Applied Analysis and Stochastics
Schoenmakers, John
Weierstras Institute for Applied Analysis and Stochastics (WIAS)
Posted:
07 Feb 08
Last Revised:
11 Feb 08
58
(186,912) 		 
3.  
True Upper Bounds for Bermudan Products Via Non-Nested Monte Carlo | Show Abstract | Download |
Mathematical Finance, Vol. 19, Issue 1, pp. 53-71, January 2009
Accepted Paper Series
Belomestny, Denis
Weierstras Institute for Applied Analysis and Stochastics (WIAS)
Bender, Christian
Technical University of Braunschweig (TU Branschweig)
Schoenmakers, John
Weierstras Institute for Applied Analysis and Stochastics (WIAS)
Posted:
17 Jan 09
2
(335,836) 		8
4.  
Pricing CMS Spread Options in a Libor Market Model | Show Abstract |
International Journal of Theoretical and Applied Finance (IJTAF), 2010
Accepted Paper Series
Schoenmakers, John
Weierstras Institute for Applied Analysis and Stochastics (WIAS)
Kolodko, Anastasia
Weierstras Institute for Applied Analysis and Stochastics (WIAS)
Belomestny, Denis
Weierstras Institute for Applied Analysis and Stochastics (WIAS)
Posted:
08 Jun 10
Last Revised:
09 Jun 10
 

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