Oleg Kudryavtsev

From MaRDI portal
Person:6552965

Available identifiers

zbMath Open kudryavtsev.oleg-evgenevichMaRDI QIDQ6552965

List of research outcomes





PublicationDate of PublicationType
Fast calculation of integral convolution operators in problems of evaluating options in Lévy's models2025-01-13Paper
Universal Monte Carlo method for Lévy processes and their extrema2024-11-28Paper
Monte Carlo method for pricing lookback type options in Lévy models2024-08-19Paper
A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes2024-06-11Paper

Research outcomes over time

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