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Grechko, Alexander Sergeevich
Statistics Math-Net.Ru
Total publications: 1
Scientific articles: 1
Presentations: 1

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Abstract pages:66
Full texts:1
References:16

https://www.mathnet.ru/eng/person198598
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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  mathnet; 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
 
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