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 |
|---|---|---|
| Applications of artificial neural networks to simulating Lévy processes Journal of Mathematical Sciences (New York) | 2024-02-01 | Paper |
| A simple Wiener-Hopf factorization approach for pricing double-barrier options Operator Theory and Harmonic Analysis | 2021-12-08 | Paper |
| Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models Boletín de la Sociedad Matemática Mexicana. Third Series | 2016-11-01 | Paper |
| Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach The Scientific World Journal. Probability and Statistics | 2016-01-13 | Paper |
| Efficient pricing of swing options in Lévy-driven models Quantitative Finance | 2014-02-20 | Paper |
| Fast and accurate pricing of barrier options under Lévy processes Finance and Stochastics | 2010-04-22 | Paper |
| PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES International Journal of Theoretical and Applied Finance | 2006-09-12 | Paper |
Research outcomes over time
This page was built for person: Oleg Kudryavtsev
