The following pages link to Oleg Kudryavtsev (Q334772):
Displaying 7 items.
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
- Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach (Q904596) (← links)
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
- A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
- Efficient pricing of swing options in Lévy-driven models (Q5397406) (← links)
- PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES (Q5487831) (← links)
- Applications of artificial neural networks to simulating Lévy processes (Q6187854) (← links)