Denis Belomestny

1.1k total citations
79 papers, 510 citations indexed

About

Denis Belomestny is a scholar working on Finance, Statistics and Probability and Management Science and Operations Research. According to data from OpenAlex, Denis Belomestny has authored 79 papers receiving a total of 510 indexed citations (citations by other indexed papers that have themselves been cited), including 46 papers in Finance, 28 papers in Statistics and Probability and 20 papers in Management Science and Operations Research. Recurrent topics in Denis Belomestny's work include Stochastic processes and financial applications (45 papers), Statistical Methods and Inference (19 papers) and Financial Risk and Volatility Modeling (13 papers). Denis Belomestny is often cited by papers focused on Stochastic processes and financial applications (45 papers), Statistical Methods and Inference (19 papers) and Financial Risk and Volatility Modeling (13 papers). Denis Belomestny collaborates with scholars based in Germany, Russia and France. Denis Belomestny's co-authors include John Schoenmakers, Markus Reiß, Christian Bender, Fabienne Comte, Valentine Genon‐Catalot, Vladimir Spokoiny, Grigori N. Milstein, Volker Krätschmer, Alexey Naumov and Sergey Samsonov and has published in prestigious journals such as The Journal of the Acoustical Society of America, The Annals of Statistics and Neural Networks.

In The Last Decade

Denis Belomestny

69 papers receiving 478 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Denis Belomestny Germany 12 334 130 126 74 53 79 510
Jaap Geluk Netherlands 12 403 1.2× 294 2.3× 221 1.8× 80 1.1× 69 1.3× 39 746
Cheng–Der Fuh Taiwan 13 145 0.4× 99 0.8× 135 1.1× 48 0.6× 94 1.8× 57 426
Peter Jäckel Germany 6 229 0.7× 42 0.3× 30 0.2× 93 1.3× 25 0.5× 11 372
Łukasz Stettner Poland 14 252 0.8× 107 0.8× 73 0.6× 125 1.7× 47 0.9× 72 487
Balram S. Rajput United States 11 331 1.0× 87 0.7× 90 0.7× 122 1.6× 45 0.8× 37 559
Tuan D. Pham United States 6 151 0.5× 51 0.4× 189 1.5× 62 0.8× 68 1.3× 9 333
Birgit Rudloff United States 13 175 0.5× 271 2.1× 133 1.1× 96 1.3× 10 0.2× 29 449
J. L. Menaldi United States 15 496 1.5× 129 1.0× 40 0.3× 167 2.3× 12 0.2× 57 888
Kurt Helmes Germany 11 114 0.3× 62 0.5× 57 0.5× 46 0.6× 40 0.8× 37 370
Ken-ichi Yoshihara Japan 9 156 0.5× 128 1.0× 142 1.1× 30 0.4× 62 1.2× 37 349

Countries citing papers authored by Denis Belomestny

Since Specialization
Citations

This map shows the geographic impact of Denis Belomestny's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Denis Belomestny with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Denis Belomestny more than expected).

Fields of papers citing papers by Denis Belomestny

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Denis Belomestny. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Denis Belomestny. The network helps show where Denis Belomestny may publish in the future.

Co-authorship network of co-authors of Denis Belomestny

This figure shows the co-authorship network connecting the top 25 collaborators of Denis Belomestny. A scholar is included among the top collaborators of Denis Belomestny based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Denis Belomestny. Denis Belomestny is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Belomestny, Denis, et al.. (2024). Theoretical guarantees for neural control variates in MCMC. Mathematics and Computers in Simulation. 220. 382–405. 1 indexed citations
2.
Belomestny, Denis, et al.. (2024). Nonparametric statistical inference for compound models. Statistics. 58(4). 943–960. 1 indexed citations
3.
Belomestny, Denis, et al.. (2023). Simultaneous approximation of a smooth function and its derivatives by deep neural networks with piecewise-polynomial activations. Neural Networks. 161. 242–253. 9 indexed citations
4.
Belomestny, Denis, et al.. (2023). Weak solutions to gamma-driven stochastic differential equations. Indagationes Mathematicae. 34(4). 820–829.
5.
Belomestny, Denis, et al.. (2020). Variance reduction for Markov chains with application to MCMC. Statistics and Computing. 30(4). 973–997. 12 indexed citations
6.
Belomestny, Denis, et al.. (2020). Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm. Mathematical Finance. 30(4). 1591–1616. 1 indexed citations
7.
Belomestny, Denis, et al.. (2019). FUNCTIONS OF ATOMS RADIAL DISTRIBUTION AND PAIR POTENTIAL OF SOME SEMICONDUCTORS MELTS. BULLETIN OF THE NATIONAL ACADEMY OF SCIENCES OF THE REPUBLIC OF KAZAKHSTAN ( THE BULLETIN). 4(380). 6–14. 1 indexed citations
8.
Belomestny, Denis, et al.. (2018). Semiparametric estimation in the normal variance-mean mixture model. Statistics. 52(3). 571–589. 1 indexed citations
9.
Belomestny, Denis, et al.. (2017). Variance reduction via empirical variance minimization: convergence and complexity. arXiv (Cornell University). 5 indexed citations
10.
Belomestny, Denis, Fabienne Comte, & Valentine Genon‐Catalot. (2017). Correction to: Nonparametric Laguerre estimation in the multiplicative censoring model. Electronic Journal of Statistics. 11(2). 1 indexed citations
11.
Belomestny, Denis, et al.. (2017). Variance reduction for discretised diffusions via regression. Journal of Mathematical Analysis and Applications. 458(1). 393–418. 8 indexed citations
12.
Belomestny, Denis, S. S. Hafner, & Mikhail Urusov. (2017). Stratified regression-based variance reduction approach for weak approximation schemes. Mathematics and Computers in Simulation. 143. 125–137.
13.
Belomestny, Denis, et al.. (2012). Simulation based policy iteration for American style derivatives : a multilevel approach. TIB Repositorium. 1 indexed citations
14.
Belomestny, Denis, et al.. (2012). Abelian theorems for stochastic volatility models with application to the estimation of jump activity. Stochastic Processes and their Applications. 123(1). 15–44. 5 indexed citations
15.
Belomestny, Denis. (2011). Spectral estimation of the Lévy density in partially observed affine models. Stochastic Processes and their Applications. 121(6). 1217–1244. 10 indexed citations
16.
Belomestny, Denis. (2010). Pricing Bermudan options using regression: Optimal rates of convergence for lower estimates. Econstor (Econstor). 1 indexed citations
17.
Belomestny, Denis. (2010). Statistical inference for multidimensional time-changed L\'evy processes based on low-frequency data. arXiv (Cornell University). 1 indexed citations
18.
Belomestny, Denis, et al.. (2010). PRICING CMS SPREAD OPTIONS IN A LIBOR MARKET MODEL. International Journal of Theoretical and Applied Finance. 13(1). 45–62. 4 indexed citations
19.
Belomestny, Denis, et al.. (2008). Pricing CMS spreads in the Libor market model. Open MIND. 4 indexed citations
20.
Belomestny, Denis, Christian Bender, & John Schoenmakers. (2006). True upper bounds for Bermudan products via non-nested Monte Carlo. Open MIND. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Jaap Geluk Breakdown of academic impact, for papers by Cheng–Der Fuh Breakdown of academic impact, for papers by Peter Jäckel Breakdown of academic impact, for papers by Łukasz Stettner Breakdown of academic impact, for papers by Balram S. Rajput Breakdown of academic impact, for papers by Tuan D. Pham Breakdown of academic impact, for papers by Birgit Rudloff Breakdown of academic impact, for papers by J. L. Menaldi Breakdown of academic impact, for papers by Kurt Helmes Breakdown of academic impact, for papers by Ken-ichi Yoshihara
Rankless by CCL
2026