A. S. Grechko
From MaRDI portal
Person:6589446
Available identifiers
zbMath Open grechko.aleksandr-sergeevichMaRDI QIDQ6589446
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 | 2025-01-13 | Paper |
| Universal Monte Carlo method for Lévy processes and their extrema | 2024-11-28 | Paper |
| Monte Carlo method for pricing lookback type options in Lévy models | 2024-08-19 | Paper |
Research outcomes over time
This page was built for person: A. S. Grechko