Oleksandr Zhylyevskyy

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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
A note on a cross-sectional GMM estimator in the presence of an observable common shock
Statistics
2020-04-01Paper
On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock
Statistics & Probability Letters
2017-12-22Paper
A fast Fourier transform technique for pricing American options under stochastic volatility
Review of Derivatives Research
2010-04-26Paper


Research outcomes over time


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