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BOROVYKH, ANASTASIA IGOREVNA

BOROVYKH, ANASTASIA IGOREVNA  

DIPARTIMENTO DI MATEMATICA  

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Risultati 1 - 5 di 5 (tempo di esecuzione: 0.014 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
On a Neural Network to Extract Implied Information from American Options Liu, Shuaiqiang; Leitao, Álvaro; Borovykh, Anastasia; Oosterlee, Cornelis W. 2021-01-01 APPLIED MATHEMATICAL FINANCE - 1.01 Articolo in rivista On a Neural Network to Extract Implied Information from American Options.pdf
Efficient Computation of Various Valuation Adjustments Under Local Lévy Models andrea pascucci; anastasia borovykh; cornelis w. oosterlee 2018-01-01 SIAM JOURNAL ON FINANCIAL MATHEMATICS - 1.01 Articolo in rivista b0938f807cc5fa638bb24039c3b232f1b01b.pdf
Systemic risk in a mean-field model of interbank lending with self-exciting shocks Borovykh, Anastasia; Pascucci, Andrea; La Rovere, Stefano* 2018-01-01 IISE TRANSACTIONS - 1.01 Articolo in rivista 1710.00231.pdf; PASCUCCI_postprint.pdf
Bermudan option valuation under state-dependent models Borovykh, Anastasia; Pascucci, Andrea; Oosterlee, Cornelis W. 2017-01-01 - Springer New York LLC 4.01 Contributo in Atti di convegno BPO_icasqf_v3.pdf
Pricing Bermudan options under local Lévy models with default Borovykh, A.; Pascucci, A.; Oosterlee, C.W. 2017-01-01 JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS - 1.01 Articolo in rivista BOP1.11.pdf