Ivan Smirnov
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Person:1648906
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 |
|---|---|---|
| Cascade heap: towards time-optimal extractions Theory of Computing Systems | 2019-07-04 | Paper |
| Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes Annals of Finance | 2018-07-05 | Paper |
| Cascade heap: towards time-optimal extractions Computer Science – Theory and Applications | 2017-08-22 | Paper |
| Option pricing and CVaR hedging in the regime-switching telegraph market model EAA Series | 2015-10-15 | Paper |
| Dynamic hedging of conditional value-at-risk Insurance Mathematics & Economics | 2014-04-10 | Paper |
Research outcomes over time
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