Alex Kreinin

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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!

PublicationDate of PublicationType
A backward construction and simulation of correlated Poisson processes
Journal of Statistical Computation and Simulation
2020-04-22Paper
Fast valuation of forward-starting basket default swaps
International Journal of Theoretical and Applied Finance
2010-05-27Paper
Randomized First Passage Times2009-11-21Paper
Integral Equations and the First Passage Time of Brownian Motions2009-02-16Paper


Research outcomes over time


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