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Search: person:"Linetsky, Vadim"
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Volatility
Option pricing theory
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Linetsky, Vadim
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Carr, Peter
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Li, Lingfei
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Mendoza-Arriaga, Rafael
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance and stochastics
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Financial engineering
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ECONIS (ZBW)
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Multivariate subordination of Markov processes with financial applications
Mendoza-Arriaga, Rafael
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 699-747
Persistent link: https://www.econbiz.de/10011583791
Saved in:
2
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
3
Spectral methods in derivatives pricing
Linetsky, Vadim
- In:
Financial engineering
,
(pp. 223-299)
.
2008
Persistent link: https://www.econbiz.de/10003567126
Saved in:
4
A jump to default extended CEV model : an application of Bessel processes
Carr, Peter
;
Linetsky, Vadim
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 303-330
Persistent link: https://www.econbiz.de/10003379774
Saved in:
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