A. Itkin

Identifiers

• name variant A. Itkin 0.60 · backfill

Papers (2)

1. Influence of jump-at-default in IR and FX on Quanto CDS prices q-fin.CP · 2017 · author #1
2. Pricing Illiquid Options with $N+1$ Liquid Proxies Using Mixed Dynamic-Static Hedging q-fin.PR · 2012 · author #2

Mentions

• 1209.3503 #2 · backfill · confidence 0.70 A. Itkin

Frequent Coauthors

• A. Veygman 1 shared papers
• I. Halperin 1 shared papers
• V. Shcherbakov 1 shared papers