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Oleg Kudryavtsev
ORCID
Publication Activity (10 Years)
Years Active: 2009-2024
Publications (10 Years): 1
Top Topics
Recommender Systems
Recovering Shape
Factorization Method
Top Venues
Comput. Manag. Sci.
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Publications
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Oleg Kudryavtsev
A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes.
Comput. Manag. Sci.
21 (1) (2024)
Oleg Kudryavtsev
,
Sergei Levendorskii
Fast and accurate pricing of barrier options under Lévy processes.
Finance Stochastics
13 (4) (2009)