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dblp: Anton Yurchenko-Tytarenko https://dblp.org/pid/347/4008.html dblp person page RSS feed Fri, 04 Oct 2024 20:02:12 +0200 en-US daily 1 released under the CC0 1.0 license dblp@dagstuhl.de (dblp team) dblp@dagstuhl.de (dblp team) Computers/Computer_Science/Publications/Bibliographies http://www.rssboard.org/rss-specification https://dblp.org/img/logo.144x51.pngdblp: Anton Yurchenko-Tytarenkohttps://dblp.org/pid/347/4008.html14451 Option Pricing in Sandwiched Volterra Volatility Model.https://doi.org/10.1137/22m1521328, , :
Option Pricing in Sandwiched Volterra Volatility Model. SIAM J. Financial Math. 15(3): 824-882 ()]]>https://dblp.org/rec/journals/siamfm/NunnoMY24Mon, 01 Jan 2024 00:00:00 +0100 Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises.https://doi.org/10.1007/s11075-022-01424-6, , :
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises. Numer. Algorithms 93(2): 459-491 ()]]>https://dblp.org/rec/journals/na/NunnoMY23Thu, 01 Jun 2023 01:00:00 +0200