Ekaterina Voltchkova

According to our database1, Ekaterina Voltchkova authored at least 2 papers in 2005.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Links

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Bibliography

2005
A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models.
SIAM J. Numer. Anal., 2005

Integro-differential equations for option prices in exponential Lévy models.
Finance Stochastics, 2005


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