Olesya Grishchenko

Identifiers

• name variant Olesya Grishchenko 0.50 · backfill

Papers (1)

1. A volatility-of-volatility expansion of the option prices in the SABR stochastic volatility model q-fin.CP · 2018 · author #1

Mentions

No mention provenance yet.

Frequent Coauthors

• Victor Nistor 1 shared papers
• Xiao Han 1 shared papers