The following pages link to Vladimir Surkov (Q991128):
Displaying 5 items.
- Parallel option pricing with Fourier space time-stepping method on graphics processing units (Q991129) (← links)
- VALUING EARLY-EXERCISE INTEREST-RATE OPTIONS WITH MULTI-FACTOR AFFINE MODELS (Q2862511) (← links)
- (Q3102962) (← links)
- Fourier space time-stepping for option pricing with Lévy models (Q3622838) (← links)
- Lévy-Based Cross-Commodity Models and Derivative Valuation (Q5388672) (← links)
