Mikhail Konikov

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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!

PublicationDate of PublicationType
Modern SABR analytics. Formulas and insights for quants, former physicists and mathematicians
SpringerBriefs in Quantitative Finance
2019-04-10Paper
The Structure of the UMVUEs from Categorical Data
Theory of Probability & Its Applications
2007-04-02Paper
Option pricing using variance gamma Markov chains
Review of Derivatives Research
2003-12-18Paper


Research outcomes over time


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