Oleg Kudryavtsev

Orcid: 0000-0003-4331-0204

According to our database1, Oleg Kudryavtsev authored at least 2 papers between 2009 and 2024.

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

Timeline

Legend:

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PhD thesis 
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Links

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Bibliography

2024
A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes.
Comput. Manag. Sci., June, 2024

2009
Fast and accurate pricing of barrier options under Lévy processes.
Finance Stochastics, 2009


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