Parviz Rakhmonov
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Person:2096152
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 |
|---|---|---|
| Stochastic volatility for factor Heath-Jarrow-Morton framework Review of Derivatives Research | 2026-01-14 | Paper |
| Log-normal stochastic volatility model with quadratic drift International Journal of Theoretical and Applied Finance | 2024-04-24 | Paper |
| CMS spread options in quadratic Gaussian model Review of Derivatives Research | 2022-11-16 | Paper |
| Conditional Monte Carlo scheme for stable Greeks of worst-of autocallable notes International Journal of Theoretical and Applied Finance | 2019-11-08 | Paper |
Research outcomes over time
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