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 |
|---|---|---|
| Expected median of a shifted Brownian motion: Theory and calculations Mathematical Finance | 2023-09-28 | Paper |
| Markovian projection onto a Heston model The Journal of Computational Finance | 2009-10-26 | Paper |
| A NEW FRAMEWORK FOR DYNAMIC CREDIT PORTFOLIO LOSS MODELLING International Journal of Theoretical and Applied Finance | 2008-08-26 | Paper |
| Moment explosions in stochastic volatility models Finance and Stochastics | 2007-12-16 | Paper |
| Stochastic Volatility Model with Time‐dependent Skew Applied Mathematical Finance | 2005-09-01 | Paper |
| RISK SENSITIVITIES OF BERMUDA SWAPTIONS International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
| Expansions and contractions of isotropic stochastic flows of homeomorphisms The Annals of Probability | 2000-02-01 | Paper |
| Intermittency of the tracer gradient Communications in Mathematical Physics | 1999-11-23 | Paper |
Research outcomes over time
This page was built for person: Vladimir V. Piterbarg
