Vladimir Surkov
From MaRDI portal
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
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