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 |
|---|---|---|
| Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
| Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
| Application of Malliavin calculus to exact and approximate option pricing under stochastic volatility | 2016-07-31 | Paper |
Research outcomes over time
This page was built for person: Sergii Kuchuk-Iatsenko
