Vladimir Surkov

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

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2011
Lévy-Based Cross-Commodity Models and Derivative Valuation.
SIAM J. Financial Math., 2011

2010
Option Pricing using Fourier Space Time-stepping Framework.
PhD thesis, 2010

Parallel option pricing with Fourier space time-stepping method on graphics processing units.
Parallel Comput., 2010

2007
Option Valuation using Fourier Space Time Stepping
CoRR, 2007


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