Nikita V. Kholodnyi
From MaRDI portal
Person:3068496
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 |
|---|---|---|
| Numerical investigation of the implied volatility for European call and put options on forwards on power with spikes in the framework of the non-Markovian approach | 2011-01-15 | Paper |
Research outcomes over time
This page was built for person: Nikita V. Kholodnyi