Rusudan Kevkhishvili

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Papers (2)

1. A Direct Solution Method for Pricing Options in Regime-switching Models q-fin.MF · 2017 · author #2
2. Time Reversal and Last Passage Time of Diffusions with Applications to Credit Risk Management q-fin.MF · 2017 · author #2

Mentions

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Frequent Coauthors

• Masahiko Egami 2 shared papers