Ivan Smirnov
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 |
|---|---|---|
| Cascade heap: towards time-optimal extractions Theory of Computing Systems | 2019-07-04 | Paper |
| Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes Annals of Finance | 2018-07-05 | Paper |
| Cascade heap: towards time-optimal extractions Computer Science – Theory and Applications | 2017-08-22 | Paper |
| Option pricing and CVaR hedging in the regime-switching telegraph market model EAA Series | 2015-10-15 | Paper |
| Dynamic hedging of conditional value-at-risk Insurance Mathematics & Economics | 2014-04-10 | Paper |
Research outcomes over time
This page was built for person: Ivan Smirnov
