Anatoly Gormin
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Person:3405449
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 |
|---|---|---|
| Options pricing for several maturities in a jump-diffusion model Springer Proceedings in Mathematics & Statistics | 2013-07-31 | Paper |
| The weighted variance minimization in jump-diffusion stochastic volatility models Monte Carlo and Quasi-Monte Carlo Methods 2008 | 2010-02-15 | Paper |
| Variance reduction for multiple option parameters | 2009-02-28 | Paper |
Research outcomes over time
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