L. A. Merkin

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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
Stochastic mean-reverting trend (SMART) model in quantitative finance
Lobachevskii Journal of Mathematics
2024-11-08Paper
On approximation of transition densities in calibration of 1-dimensional stochastic models of asset prices
Lobachevskii Journal of Mathematics
2022-05-23Paper


Research outcomes over time


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