( en | de | ru )

 

Disambiguation of "Belomestny, Denis"

Author of the publication

copydeleteadd this publication to your clipboard
Multiple stochastic volatility extension of the Libor market model and its implementation.

, , and . Monte Carlo Methods Appl., 15 (4): 285-310 (2009)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Denis Belomestny

Wladimir Denisow

Jaap Denissen

Alexander Arnold Denisiuk

Natalja Denisjuk

 

Other publications of authors with the same name

Variance Reduction for Policy-Gradient Methods via Empirical Variance Minimization., , and . CoRR, (2022)Demonstration-Regularized RL., , , , , , , and . CoRR, (2023)Multilevel dual approach for pricing American style derivatives., , and . Finance and Stochastics, 17 (4): 717-742 (2013)Central Limit Theorems for Law-Invariant Coherent Risk Measures., and . J. Appl. Probab., 49 (1): 1-21 (2012)Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm., , and . CoRR, (2019)Simultaneous approximation of a smooth function and its derivatives by deep neural networks with piecewise-polynomial activations., , , and . CoRR, (2022)Segmentation of music signals based on explained variance ratio for applications in spectral complexity reduction., , , and . ICASSP, page 206-210. IEEE, (2017)Regression Methods for Stochastic Control Problems and Their Convergence Analysis., , and . SIAM J. Control and Optimization, 48 (5): 3562-3588 (2010)Randomized optimal stopping algorithms and their convergence analysis., , , , and . CoRR, (2020)Variance reduction for additive functionals of Markov chains via martingale representations., , and . Stat. Comput., 32 (1): 16 (2022)