Denis Belomestny

Finance · 2009–2010

A researcher in the Science corpus: 3 papers; trusts 31 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Finance — 31 citations into it; #2,130 of 10,518 by trust here, #7,575 by citations
• Economics and Econometrics — 11 citations into it; #17,555 of 23,481 by trust here, #22,128 by citations
• Statistics and Probability — 9 citations into it; #2,837 of 12,932 by trust here, #8,279 by citations
• Management Science and Operations Research — 7 citations into it
• Demography — 5 citations into it
• Mathematical Physics — 5 citations into it

Whom Denis Belomestny trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ole E. Barndorff-Nielsen
2. Kenneth J. Singleton
3. S. Gugushvili
4. Alexandre B. Tsybakov
5. Peter P. Carr
6. Rama Cont
7. Cristina Butucea
8. Michael H. Neumann
9. Alexander J. McNeil
10. Paul Glasserman

Who trusts Denis Belomestny overall

1. Yacine Aït-Sahalia
2. Jean Jacod
3. Aleksandar Mijatovic
4. Joan Bruna
5. Christian Bender
6. Peter Tankov
7. Stéphane Mallat
8. Emmanuel Bacry
9. Nikolaus Schweizer
10. Jean-François Muzy

Papers from Denis Belomestny's perspective

Ordered by how strongly the researchers Denis Belomestny trusts endorse each paper. Same corpus, a different order for every researcher.

1. Monte Carlo Methods in Financial Engineering
2. Valuing American Options by Simulation: A Simple Least-Squares Approach
3. Processes of normal inverse Gaussian type
4. Financial Modelling with Jump Processes
5. Time-Changed Levy Processes and Option Pricing ⁄
6. Application of Generalized Hyperbolic Lévy Motions to Finance
7. Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
8. Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
9. Sharp optimality for density deconvolution with dominating bias
10. Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (Management Sciences)

Their papers

• Spectral estimation of the fractional order of a Lévy process (2010) — 56 citations
• TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (2009) — 99 citations
• Statistical inference for time-changed Lévy processes via composite characteristic function estimation (2010) — 50 citations