Alexander Pitkin

Identifiers

• name variant Alexander Pitkin 0.60 · backfill

Papers (3)

1. High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models q-fin.CP · 2018 · author #2
2. Efficient hedging in Bates model using high-order compact finite differences q-fin.CP · 2017 · author #2
3. High-order compact finite difference scheme for option pricing in stochastic volatility jump models q-fin.CP · 2017 · author #2

Mentions

• 1704.05308 #2 · arxiv_oai · confidence 0.70 Alexander Pitkin

Frequent Coauthors

• Bertram D\"uring 3 shared papers