Vadim Kaushansky

Identifiers

• name variant Vadim Kaushansky 0.60 · backfill

Papers (5)

1. On the First Hitting Time Density of an Ornstein-Uhlenbeck Process q-fin.CP · 2018 · author #2
2. Semi-analytical solution of a McKean-Vlasov equation with feedback through hitting a boundary math.NA · 2018 · author #2
3. Simulation of particle systems interacting through hitting times math.NA · 2018 · author #1
4. Transition probability of Brownian motion in the octant and its application to default modeling q-fin.CP · 2017 · author #1
5. Numerical analysis of an extended structural default model with mutual liabilities and jump risk q-fin.CP · 2016 · author #1

Mentions

• 1808.05311 #2 · arxiv_oai · confidence 0.70 Vadim Kaushansky
• 1805.11678 #1 · arxiv_oai · confidence 0.70 Vadim Kaushansky

Frequent Coauthors

• Alexander Lipton 4 shared papers
• Christoph Reisinger 4 shared papers