Physics – Condensed Matter – Mesoscale and Nanoscale Physics
Scientist
Physics
Condensed Matter
Mesoscale and Nanoscale Physics
Scientist
American Options Pricing under Stochastic Volatility: Approximation of the Early Exercise Surface and Monte Carlo Simulations
Analytical and Numerical Approaches to Pricing the Path-Dependent Options with Stochastic Volatility
Application of Self-Organizing Maps for clustering DJIA and NASDAQ100 portfolios
Correlated Tunnelling of Two Electrons through a Barrier in Quantum Wires
Modified Holder Exponents Approach to Prediction of the USA Stock Market Critical Points and Crashes
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