Vladimir Surkov

According to our database¹, Vladimir Surkov authored at least 4 papers between 2007 and 2011.

Collaborative distances:

Timeline

Book

In proceedings

Article

PhD thesis

Dataset

Other

2011

Lévy-Based Cross-Commodity Models and Derivative Valuation.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2011

2010

Option Pricing using Fourier Space Time-stepping Framework.

[BibT_eX]

[DOI]

PhD thesis, 2010

Parallel option pricing with Fourier space time-stepping method on graphics processing units.

[BibT_eX]

[DOI]

Parallel Comput., 2010

2007

Option Valuation using Fourier Space Time Stepping

[BibT_eX]

[DOI]

CoRR, 2007