Vladimir Surkov

From MaRDI portal
Person:991128

Available identifiers

zbMath Open surkov.vladimirMaRDI QIDQ991128

List of research outcomes





PublicationDate of PublicationType
Valuing early-exercise interest-rate options with multi-factor affine models2013-11-15Paper
Lévy-Based Cross-Commodity Models and Derivative Valuation2012-04-19Paper
https://portal.mardi4nfdi.de/entity/Q31029622011-11-25Paper
Parallel option pricing with Fourier space time-stepping method on graphics processing units2010-09-02Paper
Fourier space time-stepping for option pricing with Lévy models2009-04-28Paper

Research outcomes over time

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