vix.ing · top · new · best · stats · spec

Viktor Bezborodov

  1. Option pricing with fractional stochastic volatility and discontinuous\n payoff function of polynomial growth
    2016/07/25 by Viktor Bezborodov, Bezborodov, Viktor, Luca Di Persio +3 · 1 citation
    Economics, Econometrics and Finance · Physics and Astronomy · #60G22 #60H07 #91B24 #91B25 #91G20 #91G60 #Advanced Thermodynamics and Statistical Mechanics #Complex Systems and Time Series Analysis #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
  2. The maximal displacement of radially symmetric branching random walk in ℝd
    2023/09/26 by Viktor Bezborodov, Nina Gantert, Bezborodov, Viktor +1 · 1 citation
    Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #60G50 #60J80 #60K35 #82C22 #Bayesian Methods and Mixture Models #Diffusion and Search Dynamics #FOS: Mathematics #Probability (math.PR) #Stochastic processes and statistical mechanics