Ekaterina Voltchkova

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Person:1019620

Available identifiers

zbMath Open voltchkova.ekaterinaMaRDI QIDQ1019620

List of research outcomes





PublicationDate of PublicationType
Asymptotic analysis of hedging errors in models with jumps2009-06-04Paper
A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models2006-06-02Paper
Integro-differential equations for option prices in exponential Lévy models2006-05-24Paper

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