Rusudan Kevkhishvili

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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!

PublicationDate of PublicationType
On Decomposition of the Last Passage Time of Diffusions2022-10-03Paper
Time reversal and last passage time of diffusions with applications to credit risk management
Finance and Stochastics
2020-08-03Paper
A direct solution method for pricing options in regime-switching models
Mathematical Finance
2020-05-14Paper


Research outcomes over time


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