Nikita V. Kholodnyi

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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
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 approach2011-01-15Paper


Research outcomes over time


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