Anton Yurchenko-Tytarenko

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Papers (3)

1. Option pricing in fractional Heston-type model math.PR · 2019 · author #2
2. Fractional Cox--Ingersoll--Ross process with non-zero <<mean>> math.PR · 2018 · author #2
3. Stochastic representation and pathwise properties of fractional Cox-Ingersoll-Ross process math.PR · 2017 · author #4

Mentions

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Frequent Coauthors

• Yuliya Mishura 3 shared papers
• Kostiantyn Ralchenko 1 shared papers
• Vladimir I. Piterbarg 1 shared papers