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Grechko, Alexander Sergeevich
Statistics Math-Net.Ru
Total publications:
1
Scientific articles:
1
Presentations:
1
Number of views:
This page:
22
Abstract pages:
66
Full texts:
1
References:
16
https://www.mathnet.ru/eng/person198598
List of publications on Google Scholar
List of publications on ZentralBlatt
Publications in
Math-Net.Ru
Citations
2024
1.
O. E. Kudryavtsev, A. S. Grechko, I. E. Mamadov, “Monte Carlo method for pricing lookback options in Lévy models”,
Teor. Veroyatnost. i Primenen.
,
69
:2 (2024),
305–334
;
Theory Probab. Appl.
,
69
:2 (2024),
243–264
Presentations in
Math-Net.Ru
1.
Методы Монте-Карло для вычисления опционов в моделях Леви
A. S. Grechko
9th International Conference on Stochastic Methods
June 5, 2024
12:00
Organisations
Rostov Branch of Russian Customs Academy
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Steklov Mathematical Institute RAS
, 2024