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Andrey Itkin | lit.salon

Author

Andrey Itkin

4 works

2017–2024 across 4 dated works

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Pricing Derivatives under lévy Models Modern Finite-Difference and Pseudo-Differential Operators Approach2017
Fitting local volatility: analytic and numerical approaches in Back-Scholes and local variance gamma models2020
Generalized Integral Transforms In Mathematical Finance2021
With Alexander Lipton, Dmitry Muravey
Reviews in Modern Quantitative Finance2024

Books

4 works

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Pricing Derivatives under lévy Models Modern Finite-Difference and Pseudo-Differential Operators Approach2017
2 editions
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Generalized Integral Transforms In Mathematical Finance2021
With Alexander Lipton, Dmitry Muravey
1 edition
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0
reviews
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Fitting local volatility: analytic and numerical approaches in Back-Scholes and local variance gamma models2020
1 edition
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0
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0
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0
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Reviews in Modern Quantitative Finance2024
1 edition
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