Vladimir V. Piterbarg

Available identifiers

zbMath Open piterbarg.vladimir-vMaRDI QIDQ1297691

List of research outcomes

Publication	Date of Publication	Type
Expected median of a shifted Brownian motion: Theory and calculations	2023-09-28	Paper
Markovian projection onto a Heston model	2009-10-26	Paper
A NEW FRAMEWORK FOR DYNAMIC CREDIT PORTFOLIO LOSS MODELLING	2008-08-26	Paper
Moment explosions in stochastic volatility models	2007-12-16	Paper
Stochastic Volatility Model with Time‐dependent Skew	2005-09-01	Paper
RISK SENSITIVITIES OF BERMUDA SWAPTIONS	2005-06-22	Paper
Expansions and contractions of isotropic stochastic flows of homeomorphisms	2000-02-01	Paper
Intermittency of the tracer gradient	1999-11-23	Paper

Research outcomes over time

This page was built for person: Vladimir V. Piterbarg