Artur Sepp

Available identifiers

zbMath Open sepp.arturMaRDI QIDQ660050

List of research outcomes

Publication	Date of Publication	Type
Log-normal stochastic volatility model with quadratic drift	2024-04-24	Paper
Blockchain and Distributed Ledgers: Mathematics, Technology, and Economics	2022-04-05	Paper
An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs	2014-01-24	Paper
Dynamic credit models	2012-01-25	Paper
Stochastic volatility models and Kelvin waves	2008-09-09	Paper
ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM	2005-06-22	Paper
https://portal.mardi4nfdi.de/entity/Q4659617	2005-03-21	Paper

Research outcomes over time

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