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Alexander Buryak

Identifiers

  • name variant Alexander Buryak 0.60 · backfill

Papers (2)

  1. New analytic approach to address Put - Call parity violation due to discrete dividends q-fin.PR · 2014 · author #1
  2. Effective and simple VWAP option pricing model q-fin.PR · 2014 · author #1

Mentions

  • 1407.7328 #1 · backfill · confidence 0.70 Alexander Buryak
  • 1407.7315 #1 · backfill · confidence 0.70 Alexander Buryak

Frequent Coauthors