Alexander Pitkin
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Person:1982764
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 |
|---|---|---|
| High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models (available as arXiv preprint) | 2021-09-14 | Paper |
| High-order compact finite difference scheme for option pricing in stochastic volatility jump models Journal of Computational and Applied Mathematics | 2019-06-20 | Paper |
| High-order compact finite difference scheme for option pricing in stochastic volatility jump models Journal of Computational and Applied Mathematics | 2019-06-20 | Paper |
| Efficient hedging in Bates model using high-order compact finite differences | 2019-06-11 | Paper |
| Efficient hedging in Bates model using high-order compact finite differences (available as arXiv preprint) | 2019-06-11 | Paper |
| The Carothers Paradox in the Case of a Nonclassical Couple Journal of Applied Mechanics | 2007-06-01 | Paper |
Research outcomes over time
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