The following pages link to Ivan Smirnov (Q1648906):
Displaying 5 items.
- Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (Q1648907) (← links)
- Dynamic hedging of conditional value-at-risk (Q2444719) (← links)
- Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model (Q3193138) (← links)
- Cascade heap: towards time-optimal extractions (Q5919538) (← links)
- Cascade heap: towards time-optimal extractions (Q5920058) (← links)