Oleg Bondarenko

Available identifiers

zbMath Open bondarenko.olegMaRDI QIDQ469574

List of research outcomes

Publication	Date of Publication	Type
A model-free approach to multivariate option pricing	2021-08-19	Paper
Rearrangement algorithm and maximum entropy	2018-03-23	Paper
The fine structure of equity-index option dynamics	2015-06-08	Paper
Variance trading and market price of variance risk	2014-11-11	Paper
A general framework for the derivation of asset price bounds: An application to stochastic volatility option models	2009-11-23	Paper
Estimation of risk-neutral densities using positive convolution approximation	2003-08-07	Paper

Research outcomes over time

This page was built for person: Oleg Bondarenko