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 |
|---|---|---|
| On Decomposition of the Last Passage Time of Diffusions | 2022-10-03 | Paper |
| Time reversal and last passage time of diffusions with applications to credit risk management Finance and Stochastics | 2020-08-03 | Paper |
| A direct solution method for pricing options in regime-switching models Mathematical Finance | 2020-05-14 | Paper |
Research outcomes over time
This page was built for person: Rusudan Kevkhishvili