Ye. Yu. Munchak

Available identifiers

zbMath Open munchak.ye-yuMaRDI QIDQ2960465

List of research outcomes

Publication	Date of Publication	Type
An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility	2017-08-30	Paper
Rate of convergence of option prices for approximations of the geometric Ornstein–Uhlenbeck process by Bernoulli jumps of prices on assets	2017-02-09	Paper

Research outcomes over time

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