Ivan Smirnov

From MaRDI portal
Person:1648906

Available identifiers

zbMath Open smirnov.ivanMaRDI QIDQ1648906

List of research outcomes





PublicationDate of PublicationType
Cascade heap: towards time-optimal extractions2019-07-04Paper
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes2018-07-05Paper
Cascade heap: towards time-optimal extractions2017-08-22Paper
Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model2015-10-15Paper
Dynamic hedging of conditional value-at-risk2014-04-10Paper

Research outcomes over time

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