Showing 1 - 2 results of 2 for search 'Roman N. Makarov', query time: 0.02s Refine Results
  1. 1
    Option Pricing and Portfolio Optimization under a Multi-Asset Jump-Diffusion Model with Systemic Risk

    Option Pricing and Portfolio Optimization under a Multi-Asset Jump-Diffusion Model with Systemic Risk by Roman N. Makarov

    Published 2023-12-01
    Get full text
    Article
  2. 2
    Spectral Expansions for Credit Risk Modelling with Occupation Times

    Spectral Expansions for Credit Risk Modelling with Occupation Times by Giuseppe Campolieti, Hiromichi Kato, Roman N. Makarov

    Published 2022-11-01
    Get full text
    Article

Search Tools: