Artur Sepp

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
Stochastic volatility for factor Heath-Jarrow-Morton framework Review of Derivatives Research	2026-01-14	Paper
Log-normal stochastic volatility model with quadratic drift International Journal of Theoretical and Applied Finance	2024-04-24	Paper
Blockchain and Distributed Ledgers: Mathematics, Technology, and Economics Quantitative Finance	2022-04-05	Paper
An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs Quantitative Finance	2014-01-24	Paper
Dynamic credit models Statistics and Its Interface	2012-01-25	Paper
Stochastic volatility models and Kelvin waves Journal of Physics A: Mathematical and Theoretical	2008-09-09	Paper
ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM International Journal of Theoretical and Applied Finance	2005-06-22	Paper
scientific article; zbMATH DE number 2147959 (Why is no real title available?)	2005-03-21	Paper

Research outcomes over time

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