Sergii Kuchuk-Iatsenko

From MaRDI portal
Person:340778

Available identifiers

zbMath Open kuchuk-iatsenko.sergiiMaRDI QIDQ340778

List of research outcomes





PublicationDate of PublicationType
Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas2016-11-15Paper
Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation2016-11-15Paper
Application of Malliavin calculus to exact and approximate option pricing under stochastic volatility2016-07-31Paper

Research outcomes over time

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