Anatoly Gormin
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Options pricing for several maturities in a jump-diffusion model Springer Proceedings in Mathematics & Statistics | 2013-07-31 | Paper |
| The weighted variance minimization in jump-diffusion stochastic volatility models Monte Carlo and Quasi-Monte Carlo Methods 2008 | 2010-02-15 | Paper |
| Variance reduction for multiple option parameters | 2009-02-28 | Paper |
Research outcomes over time
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