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Publications in Math-Net.Ru |
Citations |
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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  |
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| 2. |
A. S. Grechko, O. E. Kudryavtsev, “Universal Monte Carlo method for Lévy processes and their extrema”, Russian Universities Reports. Mathematics, 29:147 (2024), 233–243  |
| 3. |
A. S. Grechko, O. E. Kudryavtsev, “Fast calculation of integral convolution operators in problems of evaluating options in Lévy's models”, Zh. Vychisl. Mat. Mat. Fiz., 64:12 (2024), 2243–2261 ; Comput. Math. Math. Phys., 64:12 (2024), 2751–2769 |
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