Olesya Grishenko
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Person:3304203
Available identifiers
zbMath Open grishenko.olesyaMaRDI QIDQ3304203
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 |
|---|---|---|
| A volatility-of-volatility expansion of the option prices in the SABR stochastic volatility model | 2020-08-05 | Paper |
Research outcomes over time
This page was built for person: Olesya Grishenko
