A. S. Grechko

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!

Publication	Date of Publication	Type
Fast calculation of integral convolution operators in problems of evaluating options in Lévy's models Computational Mathematics and Mathematical Physics	2025-01-13	Paper
Universal Monte Carlo method for Lévy processes and their extrema Vestnik Rossiĭskikh Universitetov. Matematika	2024-11-28	Paper
Monte Carlo method for pricing lookback type options in Lévy models Theory of Probability and its Applications	2024-08-19	Paper

Research outcomes over time

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