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 |
|---|---|---|
| Valuing early-exercise interest-rate options with multi-factor affine models International Journal of Theoretical and Applied Finance | 2013-11-15 | Paper |
| Lévy-based cross-commodity models and derivative valuation SIAM Journal on Financial Mathematics | 2012-04-19 | Paper |
| scientific article; zbMATH DE number 5980856 (Why is no real title available?) | 2011-11-25 | Paper |
| Parallel option pricing with Fourier space time-stepping method on graphics processing units Parallel Computing | 2010-09-02 | Paper |
| Fourier space time-stepping for option pricing with Lévy models The Journal of Computational Finance | 2009-04-28 | Paper |
Research outcomes over time
This page was built for person: Vladimir Surkov
