Andrey Pogudin
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 |
|---|---|---|
| The large-maturity smile for the SABR and CEV-Heston models International Journal of Theoretical and Applied Finance | 2014-04-25 | Paper |
| The nature of the dependence of the magnitude of rate moves on the rates levels: a universal relationship Quantitative Finance | 2014-02-08 | Paper |
| Hitting times, occupation times, trivariate laws and the forward Kolmogorov equation for a one-dimensional diffusion with memory Advances in Applied Probability | 2013-10-23 | Paper |
Research outcomes over time
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