Oleg Kudryavtsev

Available identifiers

zbMath Open kudryavtsev.olegWikidataQ87218890 ScholiaQ87218890MaRDI QIDQ334772

List of research outcomes

Publication	Date of Publication	Type
Applications of artificial neural networks to simulating Lévy processes	2024-02-01	Paper
A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options	2021-12-08	Paper
Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models	2016-11-01	Paper
Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach	2016-01-13	Paper
Efficient pricing of swing options in Lévy-driven models	2014-02-20	Paper
Fast and accurate pricing of barrier options under Lévy processes	2010-04-22	Paper
PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES	2006-09-12	Paper

Research outcomes over time

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