4. Economy
  5. Quantitative Finance
  6. Computational Finance

Andrey Itkin

Economy – Quantitative Finance – Computational Finance

Scientist

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Pricing options with VG model using FFT

Physics – Physics and Society
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Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models

Economy – Quantitative Finance – Computational Finance
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Profile ID: LFWR-SCP-P-243506

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