Svetlana Borovkova

Publication Activity (10 Years)

Years Active: 2009-2022
Publications (10 Years): 1

Top Topics

Gradient Estimation

Theoretical Framework

Top Venues

Eur. J. Oper. Res.

Publications

Warren Volk-Makarewicz, Svetlana Borovkova, Bernd Heidergott
Assessing the impact of jumps in an option pricing model: A gradient estimation approach. Eur. J. Oper. Res. 298 (2) (2022)
Svetlana Borovkova, Ferry J. Permana
Implied volatility in oil markets. Comput. Stat. Data Anal. 53 (6) (2009)