Nikolay Gudkov

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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 nonparametric model for high-frequency energy prices
Studies in Nonlinear Dynamics and Econometrics
2026-03-24Paper
Application of power series approximation techniques to valuation of European style options
Quantitative Finance
2021-12-01Paper
Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method
Quantitative Finance
2019-09-26Paper


Research outcomes over time


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