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Disambiguation of "Belomestny, Denis"

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Tight bounds for American options via multilevel Monte Carlo.

, , and . WSC, page 31:1-31:8. WSC, (2012)

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Denis Belomestny

Jaap Denissen

Wladimir Denisow

Natalja Denisjuk

Alexander Arnold Denisiuk

 

Other publications of authors with the same name

Demonstration-Regularized RL., , , , , , , and . CoRR, (2023)Central Limit Theorems for Law-Invariant Coherent Risk Measures., and . J. Appl. Probab., 49 (1): 1-21 (2012)Segmentation of music signals based on explained variance ratio for applications in spectral complexity reduction., , , and . ICASSP, page 206-210. IEEE, (2017)Variance reduction for Markov chains with application to MCMC., , , , and . Stat. Comput., 30 (4): 973-997 (2020)Spectral calibration of exponential Lévy models., and . Finance and Stochastics, 10 (4): 449-474 (2006)Model-free Posterior Sampling via Learning Rate Randomization., , , , , , , , and . CoRR, (2023)Reinforced optimal control., , , , , and . CoRR, (2020)Spectral Complexity Reduction of Music Signals for Cochlear Implant Users based on Subspace Tracking., , , and . EUSIPCO, page 1-5. IEEE, (2019)Randomized Optimal Stopping Algorithms and Their Convergence Analysis., , , , and . SIAM J. Financial Math., 12 (3): 1201-1225 (2021)Tight bounds for American options via multilevel Monte Carlo., , and . WSC, page 31:1-31:8. WSC, (2012)