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 |
|---|---|---|
| Asymptotic analysis of hedging errors in models with jumps Stochastic Processes and their Applications | 2009-06-04 | Paper |
| A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models SIAM Journal on Numerical Analysis | 2006-06-02 | Paper |
| Integro-differential equations for option prices in exponential Lévy models Finance and Stochastics | 2006-05-24 | Paper |
Research outcomes over time
This page was built for person: Ekaterina Voltchkova
