TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO D Belomestny, C Bender, J Schoenmakers Mathematical Finance 19 (1), 53-71, 2009 | 100 | 2009 |

Spectral calibration of exponential Lévy models D Belomestny, M Reiß Finance and Stochastics 10 (4), 449-474, 2006 | 84 | 2006 |

Multilevel dual approach for pricing American style derivatives D Belomestny, J Schoenmakers Finance and Stochastics 17 (4), 717-742, 2013 | 67 | 2013 |

Pricing Bermudan options using regression: optimal rates of convergence for lower estimates D Belomestny Finance and Stochastics 15 (4), 655-683, 2011 | 64 | 2011 |

Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates D Belomestny arXiv preprint arXiv:0907.5599, 2009 | 59 | 2009 |

Stochastic weighted particle methods for population balance equations RIA Patterson, W Wagner, M Kraft Journal of Computational Physics 230 (19), 7456-7472, 2011 | 56 | 2011 |

Regression methods for stochastic control problems and their convergence analysis D Belomestny, A Kolodko, J Schoenmakers SIAM Journal on Control and Optimization 48 (5), 3562-3588, 2010 | 55 | 2010 |

Solving optimal stopping problems by empirical dual optimization and penalization D Belomestny Annals of Applied Probability 23 (5), 1988-2019, 2013 | 49 | 2013 |

Statistical inference for time-changed Lévy processes via composite characteristic function estimation D Belomestny The Annals of Statistics 39 (4), 2205-2242, 2011 | 45 | 2011 |

Spectral estimation of the fractional order of a Lévy process D Belomestny The Annals of Statistics 38 (1), 317-351, 2010 | 44 | 2010 |

Maximal regularity for nonsmooth parabolic problems in Sobolev-Morrey spaces JA Griepentrog Advances in Differential Equations 12 (9), 1031-1078, 2007 | 44 | 2007 |

A jump-diffusion Libor model and its robust calibration D Belomestny, J Schoenmakers Quantitative Finance 11 (4), 529-546, 2011 | 37 | 2011 |

Spatial aggregation of local likelihood estimates with applications to classification D Belomestny, V Spokoiny The Annals of Statistics 35 (5), 2287-2311, 2007 | 36 | 2007 |

ParMooN—A modernized program package based on mapped finite elements U Wilbrandt, C Bartsch, N Ahmed, N Alia, F Anker, L Blank, A Caiazzo, ... Computers & Mathematics with Applications 74 (1), 74-88, 2017 | 31 | 2017 |

Central limit theorems for law-invariant coherent risk measures D Belomestny, V Krätschmer Journal of Applied Probability 49 (1), 1-21, 2012 | 28 | 2012 |

Monte Carlo evaluation of American options using consumption processes D Belomestny, NM Grigori International Journal of theoretical and applied finance 9 (04), 455-481, 2006 | 25 | 2006 |

Lévy matters IV D Belomestny, F Comte, V Genon-Catalot, H Masuda, M Reiß Lecture Notes in Mathematics. Springer, 2015 | 23 | 2015 |

Pricing Bermudan options via multilevel approximation methods D Belomestny, F Dickmann, T Nagapetyan SIAM Journal on Financial Mathematics 6 (1), 448-466, 2015 | 22 | 2015 |

Regression methods in pricing American and Bermudan options using consumption processes D Belomestny, G Milstein, V Spokoiny Quantitative Finance 9 (3), 315-327, 2009 | 22 | 2009 |

Stochastic and self-similar nature of highway traffic data D Belomestny, H Siegel Zentrum für Technomathematik, 2003 | 20 | 2003 |